+91.4%
ORCL vs MA
+73.0%
+18.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.5% |
| 7D | +5.3% | -2.7% | +8.0% | +6.4% |
| 30D | +10.0% | +1.5% | +8.4% | +9.2% |
| 3M | -32.6% | +20.4% | -53.0% | -38.0% |
| 6M | +4.9% | +11.1% | -6.2% | -0.3% |
| YTD | -17.8% | +2.0% | -19.7% | -19.0% |
| 1Y | -28.0% | -2.2% | -25.8% | -28.1% |
| 3Y | +36.0% | +41.9% | -5.9% | +10.8% |
| All | +91.4% | +73.0% | +18.5% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling