+13,824.2%
MA vs ON
+1,095.8%
+12,728.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -2.7% | +2.4% | -5.1% | -3.3% |
| 30D | +1.5% | -3.3% | +4.8% | +2.1% |
| 3M | +20.4% | -43.6% | +64.0% | +35.4% |
| 6M | +11.1% | +19.0% | -7.8% | -0.5% |
| YTD | +2.0% | +37.4% | -35.4% | -12.9% |
| 1Y | -2.2% | +54.8% | -56.9% | -20.0% |
| 3Y | +41.9% | -25.2% | +67.1% | +30.9% |
| 5Y | +75.4% | +62.7% | +12.6% | +18.2% |
| 10Y | +527.5% | +574.3% | -46.8% | +135.6% |
| All | +13,824.2% | +1,095.8% | +12,728.3% | +3,748.4% |
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