+15,689.5%
MA vs EOG
+625.7%
+15,063.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -0.3% | -6.0% | +5.6% | +1.5% |
| 30D | +11.3% | +0.9% | +10.5% | +10.7% |
| 3M | +16.7% | +10.9% | +5.8% | +12.3% |
| 6M | +32.8% | +15.8% | +17.0% | +25.4% |
| YTD | +15.6% | +45.8% | -30.2% | +0.6% |
| 1Y | +19.6% | +45.3% | -25.7% | +4.0% |
| 3Y | +72.1% | +36.2% | +35.9% | +49.8% |
| 5Y | +96.0% | +94.0% | +2.1% | +44.4% |
| 10Y | +554.8% | +120.5% | +434.3% | +297.2% |
| All | +15,689.5% | +625.7% | +15,063.8% | +5,015.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling