+19.9%
MA vs EOG
+47.6%
-27.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.7% |
| 7D | +1.8% | -2.4% | +4.2% | +1.6% |
| 30D | +11.8% | +2.9% | +8.9% | +11.9% |
| 3M | +17.2% | +7.2% | +9.9% | +17.8% |
| 6M | +33.4% | +18.2% | +15.2% | +35.6% |
| YTD | +16.1% | +48.9% | -32.7% | +22.9% |
| 1Y | +19.9% | +46.7% | -26.8% | +25.4% |
| All | +19.9% | +47.6% | -27.7% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling