+503.0%
MA vs TMO
+338.2%
+164.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -1.7% | -0.6% | -1.1% | -1.4% |
| 30D | +1.7% | +1.1% | +0.6% | +1.1% |
| 3M | +17.2% | +28.3% | -11.1% | +4.0% |
| 6M | +13.3% | +23.3% | -9.9% | +1.7% |
| YTD | +0.2% | +5.5% | -5.3% | -3.6% |
| 1Y | -2.7% | +24.5% | -27.3% | -14.1% |
| 3Y | +39.1% | +19.6% | +19.5% | +21.3% |
| 5Y | +68.8% | +8.1% | +60.6% | +50.9% |
| All | +503.0% | +338.2% | +164.8% | +156.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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