-49.5%
ORCL vs MA
+24.3%
-73.7%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.9% | -0.9% |
| 7D | -14.4% | +10.2% | -24.6% | -12.2% |
| 30D | -12.8% | +19.3% | -32.2% | -9.3% |
| 3M | -14.8% | +18.0% | -32.8% | -11.4% |
| 6M | -30.9% | +33.7% | -64.6% | -26.3% |
| YTD | -35.7% | +18.6% | -54.3% | -37.4% |
| 1Y | -49.5% | +22.5% | -72.0% | -47.6% |
| All | -49.5% | +24.3% | -73.7% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling