+15,762.5%
MA vs EOG
+640.8%
+15,121.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.2% |
| 7D | +1.8% | -2.4% | +4.2% | +2.4% |
| 30D | +11.8% | +2.9% | +8.9% | +10.5% |
| 3M | +17.2% | +7.2% | +9.9% | +14.1% |
| 6M | +33.4% | +18.2% | +15.2% | +25.1% |
| YTD | +16.1% | +48.9% | -32.7% | +0.4% |
| 1Y | +19.9% | +46.7% | -26.8% | +4.0% |
| 3Y | +70.1% | +37.4% | +32.7% | +47.7% |
| 5Y | +89.6% | +103.9% | -14.3% | +37.5% |
| 10Y | +568.4% | +127.0% | +441.4% | +301.6% |
| All | +15,762.5% | +640.8% | +15,121.7% | +5,006.8% |
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