+92.3%
MA vs COO
-41.6%
+133.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | +2.3% | +4.7% | -2.4% | +0.8% |
| 30D | +14.7% | +13.9% | +0.8% | +10.0% |
| 3M | +13.5% | -14.9% | +28.4% | +18.9% |
| 6M | +33.1% | +2.0% | +31.1% | +30.8% |
| YTD | +15.1% | -23.9% | +39.0% | +24.7% |
| 1Y | +18.7% | -9.6% | +28.4% | +21.1% |
| 3Y | +72.1% | -25.4% | +97.5% | +78.7% |
| All | +92.3% | -41.6% | +133.9% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling