+593.1%
MA vs COO
+41.1%
+552.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +1.3% | +0.5% | +0.8% | +1.1% |
| 30D | +9.6% | +14.2% | -4.6% | +3.4% |
| 3M | +16.8% | -18.2% | +35.0% | +26.5% |
| 6M | +35.2% | +5.3% | +29.8% | +29.8% |
| YTD | +16.6% | -23.6% | +40.1% | +29.3% |
| 1Y | +19.8% | -12.7% | +32.5% | +24.5% |
| 3Y | +70.7% | -24.2% | +94.9% | +78.8% |
| 5Y | +87.4% | -40.0% | +127.4% | +119.0% |
| All | +593.1% | +41.1% | +552.0% | +428.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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