+15,614.6%
MA vs COO
+381.7%
+15,232.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | +2.3% | +4.7% | -2.4% | +0.5% |
| 30D | +14.7% | +13.9% | +0.8% | +9.0% |
| 3M | +13.5% | -14.9% | +28.4% | +19.7% |
| 6M | +33.1% | +2.0% | +31.1% | +30.3% |
| YTD | +15.1% | -23.9% | +39.0% | +25.9% |
| 1Y | +18.7% | -9.6% | +28.4% | +21.2% |
| 3Y | +72.1% | -25.4% | +97.5% | +82.0% |
| 5Y | +92.8% | -41.2% | +134.0% | +121.4% |
| 10Y | +571.6% | +42.1% | +529.6% | +450.3% |
| All | +15,614.6% | +381.7% | +15,232.9% | +7,059.3% |
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