+553.1%
MA vs COP
+324.3%
+228.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +2.3% | -11.5% | +13.8% | +5.7% |
| 30D | +14.7% | +5.0% | +9.7% | +12.8% |
| 3M | +13.5% | +17.5% | -4.0% | +7.8% |
| 6M | +33.1% | +16.2% | +16.9% | +26.3% |
| YTD | +15.1% | +48.8% | -33.7% | +0.7% |
| 1Y | +18.7% | +64.1% | -45.4% | +0.7% |
| 3Y | +72.1% | +25.7% | +46.4% | +54.7% |
| 5Y | +92.8% | +114.4% | -21.6% | +38.4% |
| All | +553.1% | +324.3% | +228.8% | +268.6% |
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