+554.8%
MA vs ECL
+205.6%
+349.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.8% |
| 7D | -0.3% | -0.5% | +0.2% | 0.0% |
| 30D | +11.3% | +8.8% | +2.5% | +5.6% |
| 3M | +16.7% | +7.8% | +8.8% | +11.2% |
| 6M | +32.8% | +21.3% | +11.5% | +17.0% |
| YTD | +15.6% | +17.8% | -2.2% | +2.8% |
| 1Y | +19.6% | +21.1% | -1.5% | +4.3% |
| 3Y | +72.1% | +80.1% | -8.0% | +12.7% |
| 5Y | +96.0% | +40.5% | +55.6% | +49.5% |
| 10Y | +554.8% | +197.7% | +357.0% | +195.9% |
| All | +554.8% | +205.6% | +349.2% | +195.9% |
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