+346.9%
ORCL vs MA
+528.1%
-181.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.6% |
| 7D | +5.3% | -2.7% | +8.0% | +6.6% |
| 30D | +10.0% | +1.5% | +8.4% | +9.1% |
| 3M | -32.6% | +20.4% | -53.0% | -38.5% |
| 6M | +4.9% | +11.1% | -6.2% | -0.9% |
| YTD | -17.8% | +2.0% | -19.7% | -19.5% |
| 1Y | -28.0% | -2.2% | -25.8% | -28.7% |
| 3Y | +36.0% | +41.9% | -5.9% | +11.4% |
| 5Y | +88.7% | +75.4% | +13.4% | +37.2% |
| All | +346.9% | +528.1% | -181.2% | +61.3% |
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