+85.0%
MA vs COP
+132.2%
-47.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -0.5% | +3.4% | -3.9% | -1.0% |
| 30D | +7.9% | -0.6% | +8.5% | +7.8% |
| 3M | +16.8% | +10.8% | +6.0% | +14.6% |
| 6M | +31.0% | +19.6% | +11.4% | +26.6% |
| YTD | +15.0% | +52.9% | -37.9% | +5.9% |
| 1Y | +17.0% | +62.2% | -45.2% | +6.4% |
| 3Y | +68.5% | +32.4% | +36.1% | +56.7% |
| 5Y | +85.0% | +129.7% | -44.8% | +42.5% |
| All | +85.0% | +132.2% | -47.2% | +42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling