+593.1%
MA vs EOG
+141.0%
+452.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.9% |
| 7D | +1.3% | +7.6% | -6.3% | -0.5% |
| 30D | +9.6% | +3.4% | +6.2% | +8.5% |
| 3M | +16.8% | +12.7% | +4.1% | +13.0% |
| 6M | +35.2% | +19.0% | +16.2% | +28.5% |
| YTD | +16.6% | +55.6% | -39.0% | +2.8% |
| 1Y | +19.8% | +49.5% | -29.8% | +6.6% |
| 3Y | +70.7% | +43.2% | +27.5% | +51.3% |
| 5Y | +87.4% | +111.8% | -24.4% | +43.3% |
| All | +593.1% | +141.0% | +452.1% | +350.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling