+13,824.1%
MA vs TMO
+1,674.3%
+12,149.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.7% |
| 7D | -2.7% | -1.4% | -1.4% | -2.0% |
| 30D | +1.5% | +6.2% | -4.7% | -1.9% |
| 3M | +20.4% | +27.5% | -7.0% | +4.9% |
| 6M | +11.1% | +20.0% | -8.8% | -0.9% |
| YTD | +2.0% | +6.1% | -4.2% | -3.3% |
| 1Y | -2.2% | +25.8% | -28.0% | -16.1% |
| 3Y | +41.9% | +11.2% | +30.7% | +25.6% |
| 5Y | +75.4% | +9.6% | +65.8% | +52.1% |
| 10Y | +527.5% | +317.8% | +209.8% | +129.5% |
| All | +13,824.1% | +1,674.3% | +12,149.8% | +2,048.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling