+15,614.6%
MA vs ON
+917.8%
+14,696.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +2.3% | -11.7% | +14.0% | +5.4% |
| 30D | +14.7% | -23.3% | +37.9% | +22.1% |
| 3M | +13.5% | -19.2% | +32.7% | +18.2% |
| 6M | +33.1% | -40.1% | +73.3% | +43.8% |
| YTD | +15.1% | +16.9% | -1.8% | +1.3% |
| 1Y | +18.7% | +29.7% | -11.0% | +1.2% |
| 3Y | +72.1% | -4.4% | +76.5% | +46.6% |
| 5Y | +92.8% | +7.1% | +85.7% | +46.5% |
| 10Y | +571.6% | +447.2% | +124.5% | +164.4% |
| All | +15,614.6% | +917.8% | +14,696.8% | +4,375.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling