+88.5%
MA vs TMO
+11.6%
+76.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.3% | +0.8% | +0.5% | +1.0% |
| 30D | +9.6% | +4.0% | +5.6% | +8.0% |
| 3M | +16.8% | +17.6% | -0.8% | +10.2% |
| 6M | +35.2% | +57.3% | -22.1% | +14.6% |
| YTD | +16.6% | +21.2% | -4.6% | +7.9% |
| 1Y | +19.8% | +21.1% | -1.3% | +10.9% |
| 3Y | +70.7% | +58.8% | +11.9% | +36.4% |
| All | +88.5% | +11.6% | +76.9% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling