+18.7%
MA vs O
+10.6%
+8.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +2.3% | +3.7% | -1.4% | +1.6% |
| 30D | +14.7% | +11.2% | +3.5% | +12.7% |
| 3M | +13.5% | -4.0% | +17.5% | +13.5% |
| 6M | +33.1% | -5.2% | +38.4% | +32.3% |
| YTD | +15.1% | +9.5% | +5.6% | +11.8% |
| 1Y | +18.7% | +10.6% | +8.1% | +14.5% |
| All | +18.7% | +10.6% | +8.1% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling