+554.8%
MA vs COP
+319.0%
+235.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -0.3% | -8.4% | +8.1% | +2.0% |
| 30D | +11.3% | +0.3% | +11.0% | +10.9% |
| 3M | +16.7% | +15.1% | +1.6% | +11.5% |
| 6M | +32.8% | +19.8% | +13.0% | +24.9% |
| YTD | +15.6% | +46.8% | -31.2% | +1.5% |
| 1Y | +19.6% | +59.7% | -40.2% | +2.2% |
| 3Y | +72.1% | +28.7% | +43.4% | +53.5% |
| 5Y | +96.0% | +110.7% | -14.7% | +41.4% |
| 10Y | +554.8% | +298.3% | +256.5% | +271.1% |
| All | +554.8% | +319.0% | +235.8% | +271.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling