+13,824.2%
MA vs COP
+461.9%
+13,362.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -2.7% | +3.0% | -5.7% | -3.8% |
| 30D | +1.5% | +17.5% | -16.0% | -4.7% |
| 3M | +20.4% | +13.4% | +7.1% | +13.9% |
| 6M | +11.1% | +17.7% | -6.6% | +2.9% |
| YTD | +2.0% | +46.6% | -44.6% | -13.8% |
| 1Y | -2.2% | +44.6% | -46.8% | -17.4% |
| 3Y | +41.9% | +20.7% | +21.2% | +24.8% |
| 5Y | +75.4% | +185.0% | -109.7% | 0.0% |
| 10Y | +527.5% | +347.0% | +180.6% | +145.1% |
| All | +13,824.2% | +461.9% | +13,362.2% | +4,289.3% |
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 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