+70.7%
MA vs O
+39.0%
+31.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | +1.3% | -0.4% | +1.7% | +1.4% |
| 30D | +9.6% | +7.1% | +2.5% | +7.9% |
| 3M | +16.8% | -5.2% | +22.0% | +18.0% |
| 6M | +35.2% | -1.8% | +37.0% | +35.6% |
| YTD | +16.6% | +9.1% | +7.5% | +13.5% |
| 1Y | +19.8% | +9.7% | +10.1% | +16.5% |
| 3Y | +70.7% | +39.1% | +31.6% | +61.0% |
| All | +70.7% | +39.0% | +31.7% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling