+13,824.2%
MA vs OMC
+210.5%
+13,613.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.2% |
| 7D | -2.7% | -6.4% | +3.7% | +0.6% |
| 30D | +1.5% | +1.1% | +0.4% | +0.6% |
| 3M | +20.4% | +10.4% | +10.0% | +13.2% |
| 6M | +11.1% | -1.7% | +12.8% | +10.8% |
| YTD | +2.0% | +4.4% | -2.5% | -3.5% |
| 1Y | -2.2% | +8.4% | -10.6% | -10.1% |
| 3Y | +41.9% | +14.4% | +27.5% | +21.3% |
| 5Y | +75.4% | +33.9% | +41.5% | +31.3% |
| 10Y | +527.5% | +34.9% | +492.7% | +328.0% |
| All | +13,824.2% | +210.5% | +13,613.6% | +5,190.0% |
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