+517.0%
MA vs ECL
+150.0%
+366.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.7% | -2.6% | -0.1% | -1.1% |
| 30D | +1.5% | -2.2% | +3.7% | +2.9% |
| 3M | +20.4% | +10.1% | +10.3% | +13.0% |
| 6M | +11.1% | -5.7% | +16.9% | +14.3% |
| YTD | +2.0% | +7.0% | -5.0% | -3.7% |
| 1Y | -2.2% | +2.7% | -4.8% | -5.4% |
| 3Y | +41.9% | +57.7% | -15.8% | +0.9% |
| 5Y | +75.4% | +31.1% | +44.2% | +39.0% |
| All | +517.0% | +150.0% | +366.9% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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