+15,614.6%
MA vs O
+696.8%
+14,917.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | +2.3% | +3.7% | -1.4% | +0.7% |
| 30D | +14.7% | +11.2% | +3.5% | +9.4% |
| 3M | +13.5% | -4.0% | +17.5% | +15.5% |
| 6M | +33.1% | -5.2% | +38.4% | +36.1% |
| YTD | +15.1% | +9.5% | +5.6% | +9.7% |
| 1Y | +18.7% | +10.6% | +8.1% | +12.7% |
| 3Y | +72.1% | +38.1% | +34.0% | +45.4% |
| 5Y | +92.8% | +10.2% | +82.6% | +79.8% |
| 10Y | +571.6% | +71.4% | +500.2% | +386.5% |
| All | +15,614.6% | +696.8% | +14,917.8% | +5,003.2% |
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