+70.6%
MA vs COP
+30.3%
+40.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.1% |
| 7D | -1.8% | +0.7% | -2.4% | -1.8% |
| 30D | +11.0% | +0.2% | +10.8% | +10.8% |
| 3M | +17.9% | +10.2% | +7.7% | +16.2% |
| 6M | +33.2% | +20.1% | +13.0% | +29.6% |
| YTD | +16.5% | +50.5% | -34.0% | +8.7% |
| 1Y | +19.1% | +56.8% | -37.7% | +10.1% |
| All | +70.6% | +30.3% | +40.3% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling