+2,432.2%
MA vs SW
+743.1%
+1,689.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.1% | -0.1% | +3.7% |
| 7D | +10.2% | +12.1% | -1.8% | +9.4% |
| 30D | +19.3% | +6.6% | +12.8% | +18.8% |
| 3M | +18.0% | -6.0% | +24.0% | +18.4% |
| 6M | +33.7% | +21.5% | +12.2% | +31.5% |
| YTD | +18.6% | +20.3% | -1.7% | +16.5% |
| 1Y | +22.5% | +28.1% | -5.7% | +19.8% |
| 3Y | +77.4% | +51.6% | +25.8% | +70.3% |
| 5Y | +106.6% | -0.1% | +106.7% | +100.3% |
| 10Y | +592.2% | +189.7% | +402.5% | +524.0% |
| All | +2,432.2% | +743.1% | +1,689.1% | +2,007.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling