+13,824.2%
MA vs EOG
+605.1%
+13,219.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.7% | +1.3% | -4.0% | -3.1% |
| 30D | +1.5% | +8.2% | -6.6% | -1.1% |
| 3M | +20.4% | +3.8% | +16.6% | +18.3% |
| 6M | +11.1% | +15.3% | -4.2% | +5.0% |
| YTD | +2.0% | +41.7% | -39.8% | -10.1% |
| 1Y | -2.2% | +23.6% | -25.7% | -10.1% |
| 3Y | +41.9% | +23.3% | +18.6% | +27.6% |
| 5Y | +75.4% | +170.4% | -95.1% | +15.1% |
| 10Y | +527.5% | +125.5% | +402.0% | +277.2% |
| All | +13,824.2% | +605.1% | +13,219.0% | +4,470.4% |
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 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