+9.3%
ORCL vs MA
+72.5%
-63.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.5% | -4.4% | -6.5% |
| 7D | -17.5% | +3.2% | -20.7% | -17.9% |
| 30D | -20.2% | +15.9% | -36.1% | -22.4% |
| 3M | -19.9% | +15.2% | -35.1% | -22.2% |
| 6M | -37.4% | +32.4% | -69.8% | -41.5% |
| YTD | -40.1% | +15.6% | -55.8% | -41.8% |
| 1Y | -53.4% | +19.3% | -72.7% | -55.2% |
| All | +9.3% | +72.5% | -63.2% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling