+92.3%
MA vs OMC
+49.2%
+43.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +2.3% | +6.3% | -4.0% | +0.3% |
| 30D | +14.7% | +15.4% | -0.7% | +9.5% |
| 3M | +13.5% | +5.8% | +7.7% | +11.2% |
| 6M | +33.1% | +14.7% | +18.4% | +26.6% |
| YTD | +15.1% | +10.3% | +4.8% | +10.1% |
| 1Y | +18.7% | +23.2% | -4.5% | +8.8% |
| 3Y | +72.1% | +24.6% | +47.5% | +50.3% |
| All | +92.3% | +49.2% | +43.1% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling