+13,824.2%
MA vs O
+718.6%
+13,105.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -2.7% | -0.7% | -2.0% | -2.4% |
| 30D | +1.5% | -1.9% | +3.4% | +2.4% |
| 3M | +20.4% | +3.8% | +16.6% | +18.4% |
| 6M | +11.1% | -4.7% | +15.9% | +13.2% |
| YTD | +2.0% | +12.5% | -10.5% | -3.9% |
| 1Y | -2.2% | +10.8% | -13.0% | -7.3% |
| 3Y | +41.9% | +28.8% | +13.1% | +23.5% |
| 5Y | +75.4% | +13.2% | +62.2% | +61.4% |
| 10Y | +527.5% | +53.5% | +474.1% | +376.5% |
| All | +13,824.2% | +718.6% | +13,105.5% | +4,368.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling