+15,762.5%
MA vs ROP
+1,060.5%
+14,702.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.1% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | +11.8% | +30.3% | -18.5% | -5.5% |
| 3M | +17.2% | +17.8% | -0.6% | +5.0% |
| 6M | +33.4% | +38.9% | -5.5% | +6.7% |
| YTD | +16.1% | +7.6% | +8.5% | +8.0% |
| 1Y | +19.9% | +6.5% | +13.4% | +12.2% |
| 3Y | +70.1% | -6.3% | +76.4% | +70.4% |
| 5Y | +89.6% | +0.9% | +88.7% | +80.0% |
| 10Y | +568.4% | +180.7% | +387.7% | +229.6% |
| All | +15,762.5% | +1,060.5% | +14,702.0% | +3,544.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling