+18.7%
MA vs COP
+61.6%
-42.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +2.3% | -11.5% | +13.8% | +1.8% |
| 30D | +14.7% | +5.0% | +9.7% | +14.5% |
| 3M | +13.5% | +17.5% | -4.0% | +14.0% |
| 6M | +33.1% | +16.2% | +16.9% | +33.7% |
| YTD | +15.1% | +48.8% | -33.7% | +17.1% |
| 1Y | +18.7% | +64.1% | -45.4% | +21.3% |
| All | +18.7% | +61.6% | -42.8% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling