+72.1%
MA vs OMC
+23.9%
+48.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +2.3% | +6.3% | -4.0% | +0.8% |
| 30D | +14.7% | +15.4% | -0.7% | +10.9% |
| 3M | +13.5% | +5.8% | +7.7% | +11.8% |
| 6M | +33.1% | +14.7% | +18.4% | +28.4% |
| YTD | +15.1% | +10.3% | +4.8% | +12.0% |
| 1Y | +18.7% | +23.2% | -4.5% | +12.1% |
| 3Y | +72.1% | +24.6% | +47.5% | +61.9% |
| All | +72.1% | +23.9% | +48.2% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling