+40.1%
MA vs EOG
+21.8%
+18.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.4% |
| 7D | -1.8% | -2.0% | +0.3% | -1.6% |
| 30D | +1.4% | +7.9% | -6.5% | +0.7% |
| 3M | +17.7% | +4.5% | +13.3% | +17.1% |
| 6M | +9.7% | +12.3% | -2.6% | +7.9% |
| YTD | +0.5% | +41.9% | -41.4% | -4.5% |
| 1Y | -2.1% | +27.8% | -29.9% | -5.3% |
| 3Y | +40.1% | +21.8% | +18.3% | +34.3% |
| All | +40.1% | +21.8% | +18.3% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling