+514.4%
MA vs ROP
+141.0%
+373.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +1.2% |
| 7D | -2.7% | -4.4% | +1.7% | +0.1% |
| 30D | +1.5% | +3.2% | -1.7% | -0.7% |
| 3M | +20.4% | +23.1% | -2.6% | +4.2% |
| 6M | +11.1% | +13.3% | -2.2% | +1.1% |
| YTD | +2.0% | -7.9% | +9.8% | +5.7% |
| 1Y | -2.2% | -22.1% | +19.9% | +13.4% |
| 3Y | +41.9% | -16.8% | +58.7% | +54.8% |
| 5Y | +75.4% | -13.5% | +88.9% | +84.0% |
| All | +514.4% | +141.0% | +373.4% | +259.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling