+85.0%
MA vs ECL
+37.9%
+47.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | +7.9% | +6.6% | +1.3% | +4.7% |
| 3M | +16.8% | +9.6% | +7.1% | +11.7% |
| 6M | +31.0% | +21.6% | +9.4% | +18.7% |
| YTD | +15.0% | +16.9% | -1.8% | +5.5% |
| 1Y | +17.0% | +17.9% | -0.8% | +6.8% |
| 3Y | +68.5% | +76.5% | -8.0% | +21.8% |
| 5Y | +85.0% | +36.6% | +48.3% | +50.9% |
| All | +85.0% | +37.9% | +47.1% | +50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling