+19.9%
MA vs O
+10.5%
+9.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | +1.8% | +3.5% | -1.7% | +1.0% |
| 30D | +11.8% | +10.4% | +1.4% | +9.9% |
| 3M | +17.2% | -2.4% | +19.6% | +16.9% |
| 6M | +33.4% | -1.2% | +34.6% | +33.1% |
| YTD | +16.1% | +10.4% | +5.7% | +12.3% |
| 1Y | +19.9% | +11.4% | +8.5% | +15.0% |
| All | +19.9% | +10.5% | +9.5% | +15.0% |
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