+568.4%
MA vs ON
+512.2%
+56.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.3% |
| 7D | +1.8% | -4.1% | +5.9% | +2.5% |
| 30D | +11.8% | -10.2% | +22.0% | +13.8% |
| 3M | +17.2% | -12.7% | +29.9% | +19.2% |
| 6M | +33.4% | -32.5% | +65.9% | +38.4% |
| YTD | +16.1% | +28.6% | -12.4% | +1.2% |
| 1Y | +19.9% | +43.4% | -23.5% | +1.3% |
| 3Y | +70.1% | +3.3% | +66.8% | +44.4% |
| 5Y | +89.6% | +22.5% | +67.1% | +40.5% |
| 10Y | +568.4% | +535.7% | +32.7% | +168.5% |
| All | +568.4% | +512.2% | +56.2% | +168.5% |
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