+70.1%
MA vs COO
-22.2%
+92.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +0.6% |
| 7D | +1.8% | +4.5% | -2.7% | +0.9% |
| 30D | +11.8% | +16.9% | -5.1% | +8.4% |
| 3M | +17.2% | -16.7% | +33.9% | +21.3% |
| 6M | +33.4% | +5.9% | +27.4% | +31.2% |
| YTD | +16.1% | -22.4% | +38.6% | +21.7% |
| 1Y | +19.9% | -10.1% | +30.0% | +22.0% |
| 3Y | +70.1% | -22.8% | +92.9% | +74.5% |
| All | +70.1% | -22.2% | +92.3% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling