+15,614.6%
MA vs COP
+470.3%
+15,144.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +2.3% | -11.5% | +13.8% | +6.9% |
| 30D | +14.7% | +5.0% | +9.7% | +12.1% |
| 3M | +13.5% | +17.5% | -4.0% | +5.9% |
| 6M | +33.1% | +16.2% | +16.9% | +23.8% |
| YTD | +15.1% | +48.8% | -33.7% | -3.9% |
| 1Y | +18.7% | +64.1% | -45.4% | -4.9% |
| 3Y | +72.1% | +25.7% | +46.4% | +48.6% |
| 5Y | +92.8% | +114.4% | -21.6% | +24.4% |
| 10Y | +571.6% | +331.7% | +240.0% | +167.8% |
| All | +15,614.6% | +470.3% | +15,144.3% | +4,797.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling