+192.9%
SO vs MDY
+165.7%
+27.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -0.9% | +3.0% | -4.0% | -2.2% |
| 30D | +4.9% | +0.8% | +4.1% | +4.5% |
| 3M | +0.8% | -5.1% | +5.9% | +2.8% |
| 6M | +0.6% | +1.2% | -0.6% | -0.2% |
| YTD | +8.7% | +12.5% | -3.8% | +2.7% |
| 1Y | +4.0% | +13.8% | -9.8% | -2.3% |
| 3Y | +50.6% | +56.4% | -5.9% | +18.8% |
| 5Y | +77.5% | +35.3% | +42.2% | +48.4% |
| All | +192.9% | +165.7% | +27.2% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling