+88.5%
MA vs ON
+19.2%
+69.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.7% |
| 7D | +1.3% | +12.2% | -10.9% | -0.2% |
| 30D | +9.6% | -3.1% | +12.7% | +9.7% |
| 3M | +16.8% | -12.9% | +29.7% | +18.0% |
| 6M | +35.2% | -38.6% | +73.8% | +40.4% |
| YTD | +16.6% | +31.2% | -14.7% | +4.9% |
| 1Y | +19.8% | +47.6% | -27.9% | +5.4% |
| 3Y | +70.7% | +6.6% | +64.1% | +49.5% |
| All | +88.5% | +19.2% | +69.3% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling