+73.1%
MA vs COP
+186.8%
-113.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | -2.7% | +3.0% | -5.7% | -3.2% |
| 30D | +1.5% | +17.5% | -16.0% | -1.2% |
| 3M | +20.4% | +13.4% | +7.1% | +17.7% |
| 6M | +11.1% | +17.7% | -6.6% | +7.6% |
| YTD | +2.0% | +46.6% | -44.6% | -5.4% |
| 1Y | -2.2% | +44.6% | -46.8% | -9.2% |
| 3Y | +41.9% | +20.7% | +21.2% | +34.2% |
| All | +73.1% | +186.8% | -113.8% | +31.6% |
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 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