+277.8%
ORCL vs MA
+574.5%
-296.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.3% | +8.5% | +8.7% |
| 7D | +3.8% | -1.8% | +5.5% | +4.6% |
| 30D | -6.6% | +11.0% | -17.6% | -11.0% |
| 3M | -11.4% | +17.9% | -29.3% | -18.1% |
| 6M | -33.3% | +33.2% | -66.4% | -42.0% |
| YTD | -33.3% | +16.5% | -49.7% | -38.7% |
| 1Y | -44.9% | +19.1% | -64.0% | -50.1% |
| 3Y | +17.6% | +70.6% | -52.9% | -11.7% |
| 5Y | +46.1% | +92.1% | -46.0% | +2.1% |
| 10Y | +277.8% | +569.6% | -291.8% | +34.3% |
| All | +277.8% | +574.5% | -296.7% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling