+92.1%
MA vs COO
-41.3%
+133.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -1.8% | -2.3% | +0.5% | -1.0% |
| 30D | +11.0% | +13.3% | -2.3% | +6.7% |
| 3M | +17.9% | -18.1% | +35.9% | +25.1% |
| 6M | +33.2% | +6.7% | +26.5% | +28.9% |
| YTD | +16.5% | -23.2% | +39.7% | +25.9% |
| 1Y | +19.1% | -12.3% | +31.4% | +22.7% |
| 3Y | +70.6% | -23.6% | +94.1% | +75.1% |
| 5Y | +92.1% | -38.7% | +130.8% | +115.1% |
| All | +92.1% | -41.3% | +133.5% | +115.1% |
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