+505.6%
MA vs ON
+552.1%
-46.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -0.5% |
| 7D | -1.8% | -2.2% | +0.4% | -1.3% |
| 30D | +1.4% | -12.4% | +13.8% | +4.1% |
| 3M | +17.7% | -41.2% | +59.0% | +29.0% |
| 6M | +9.7% | +25.0% | -15.3% | -2.1% |
| YTD | +0.5% | +31.3% | -30.8% | -12.0% |
| 1Y | -2.1% | +45.4% | -47.5% | -17.2% |
| 3Y | +40.1% | -27.4% | +67.5% | +32.0% |
| 5Y | +67.5% | +58.5% | +9.0% | +14.7% |
| 10Y | +505.6% | +561.8% | -56.2% | +142.5% |
| All | +505.6% | +552.1% | -46.5% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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