+38.6%
MA vs TMO
+18.6%
+20.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | +0.8% | +1.0% | -0.2% | +0.5% |
| 3M | +14.8% | +22.7% | -7.9% | +9.1% |
| 6M | +10.0% | +19.0% | -9.0% | +5.0% |
| YTD | -0.1% | +4.7% | -4.8% | -1.7% |
| 1Y | -2.2% | +26.0% | -28.2% | -8.4% |
| All | +38.6% | +18.6% | +20.0% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling