+593.1%
MA vs OMC
+53.0%
+540.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.8% |
| 7D | +1.3% | +1.9% | -0.6% | +0.5% |
| 30D | +9.6% | +12.2% | -2.6% | +4.7% |
| 3M | +16.8% | +0.6% | +16.2% | +16.2% |
| 6M | +35.2% | +21.0% | +14.2% | +24.2% |
| YTD | +16.6% | +12.4% | +4.2% | +9.0% |
| 1Y | +19.8% | +25.4% | -5.6% | +6.5% |
| 3Y | +70.7% | +29.2% | +41.5% | +44.4% |
| 5Y | +87.4% | +52.6% | +34.8% | +42.2% |
| All | +593.1% | +53.0% | +540.1% | +386.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling