+513.2%
MA vs OMC
+29.9%
+483.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +0.8% |
| 7D | -3.5% | -4.2% | +0.7% | -1.9% |
| 30D | +0.8% | -7.5% | +8.3% | +3.7% |
| 3M | +14.8% | +4.6% | +10.1% | +12.0% |
| 6M | +10.0% | -4.8% | +14.8% | +11.2% |
| YTD | -0.1% | -1.0% | +0.9% | -1.7% |
| 1Y | -2.2% | +3.8% | -6.1% | -6.3% |
| 3Y | +39.3% | +10.2% | +29.1% | +25.8% |
| 5Y | +66.3% | +29.7% | +36.6% | +35.1% |
| 10Y | +513.2% | +32.3% | +480.9% | +353.4% |
| All | +513.2% | +29.9% | +483.4% | +353.4% |
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