+15,692.2%
MA vs COO
+390.6%
+15,301.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.9% |
| 7D | +3.2% | +5.3% | -2.1% | +1.2% |
| 30D | +15.9% | +12.5% | +3.4% | +10.7% |
| 3M | +15.2% | -15.1% | +30.3% | +21.5% |
| 6M | +32.4% | +3.7% | +28.7% | +28.8% |
| YTD | +15.6% | -22.5% | +38.1% | +25.7% |
| 1Y | +19.3% | -7.8% | +27.1% | +20.8% |
| 3Y | +73.0% | -24.1% | +97.1% | +81.7% |
| 5Y | +93.7% | -40.1% | +133.8% | +121.0% |
| 10Y | +575.0% | +44.7% | +530.3% | +449.2% |
| All | +15,692.2% | +390.6% | +15,301.6% | +7,044.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling