+66.3%
MA vs EOG
+179.2%
-112.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.8% |
| 7D | -3.5% | -1.3% | -2.2% | -3.3% |
| 30D | +0.8% | +3.4% | -2.6% | +0.2% |
| 3M | +14.8% | +7.8% | +6.9% | +13.2% |
| 6M | +10.0% | +13.4% | -3.4% | +7.3% |
| YTD | -0.1% | +43.5% | -43.6% | -6.7% |
| 1Y | -2.2% | +29.7% | -31.9% | -7.1% |
| 3Y | +39.3% | +23.2% | +16.1% | +32.0% |
| 5Y | +66.3% | +176.4% | -110.1% | +33.0% |
| All | +66.3% | +179.2% | -112.9% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling