+567.7%
MA vs COP
+314.5%
+253.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.2% |
| 7D | +1.8% | -6.1% | +7.9% | +3.5% |
| 30D | +11.8% | +1.1% | +10.7% | +11.2% |
| 3M | +17.2% | +10.9% | +6.2% | +13.2% |
| 6M | +33.4% | +20.8% | +12.6% | +25.2% |
| YTD | +16.1% | +48.0% | -31.9% | +1.8% |
| 1Y | +19.9% | +58.5% | -38.6% | +2.7% |
| 3Y | +70.1% | +28.1% | +41.9% | +52.0% |
| 5Y | +89.6% | +120.5% | -30.8% | +34.8% |
| All | +567.7% | +314.5% | +253.2% | +281.1% |
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