+554.8%
MA vs ROP
+189.6%
+365.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.1% |
| 7D | -0.3% | -1.6% | +1.3% | +0.7% |
| 30D | +11.3% | +29.5% | -18.2% | -5.9% |
| 3M | +16.7% | +17.5% | -0.9% | +4.5% |
| 6M | +32.8% | +38.1% | -5.3% | +5.9% |
| YTD | +15.6% | +7.0% | +8.6% | +8.4% |
| 1Y | +19.6% | +6.5% | +13.1% | +12.4% |
| 3Y | +72.1% | -5.5% | +77.6% | +72.7% |
| 5Y | +96.0% | -0.4% | +96.4% | +87.2% |
| 10Y | +554.8% | +183.6% | +371.2% | +266.6% |
| All | +554.8% | +189.6% | +365.1% | +266.6% |
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