+251.6%
ORCL vs MA
+562.8%
-311.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.5% | +2.7% | +3.0% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -15.3% | +11.3% | -26.6% | -19.5% |
| 3M | -18.2% | +16.7% | -34.9% | -24.0% |
| 6M | -38.4% | +32.8% | -71.2% | -46.4% |
| YTD | -37.7% | +15.6% | -53.3% | -42.6% |
| 1Y | -49.3% | +19.6% | -68.8% | -54.2% |
| 3Y | +10.6% | +72.1% | -61.5% | -17.3% |
| 5Y | +35.5% | +96.0% | -60.5% | -6.2% |
| 10Y | +251.6% | +554.8% | -303.2% | +26.9% |
| All | +251.6% | +562.8% | -311.2% | +26.9% |
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