+15,808.0%
MA vs OMC
+237.5%
+15,570.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | -1.8% | +1.6% | -3.3% | -2.6% |
| 30D | +11.0% | +15.3% | -4.3% | +2.9% |
| 3M | +17.9% | +4.5% | +13.4% | +14.7% |
| 6M | +33.2% | +20.8% | +12.4% | +18.9% |
| YTD | +16.5% | +13.5% | +3.0% | +5.4% |
| 1Y | +19.1% | +25.2% | -6.1% | +1.6% |
| 3Y | +70.6% | +30.5% | +40.1% | +35.6% |
| 5Y | +92.1% | +52.7% | +39.4% | +33.7% |
| 10Y | +569.6% | +55.2% | +514.4% | +319.6% |
| All | +15,808.0% | +237.5% | +15,570.5% | +5,673.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling