+505.6%
MA vs ROP
+134.1%
+371.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | +0.4% |
| 7D | -1.8% | -5.4% | +3.7% | +1.7% |
| 30D | +1.4% | -1.6% | +3.1% | +2.3% |
| 3M | +17.7% | +18.8% | -1.1% | +4.2% |
| 6M | +9.7% | +8.2% | +1.5% | +2.8% |
| YTD | +0.5% | -10.5% | +11.0% | +6.1% |
| 1Y | -2.1% | -23.7% | +21.7% | +15.0% |
| 3Y | +40.1% | -17.9% | +58.0% | +53.9% |
| 5Y | +67.5% | -15.3% | +82.9% | +78.1% |
| 10Y | +505.6% | +133.4% | +372.2% | +261.3% |
| All | +505.6% | +134.1% | +371.5% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling