+92.3%
MA vs ECL
+37.7%
+54.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.3% |
| 7D | +2.3% | -0.8% | +3.1% | +2.7% |
| 30D | +14.7% | +8.1% | +6.6% | +10.5% |
| 3M | +13.5% | +6.4% | +7.1% | +10.1% |
| 6M | +33.1% | +14.8% | +18.4% | +24.0% |
| YTD | +15.1% | +15.5% | -0.4% | +6.1% |
| 1Y | +18.7% | +20.1% | -1.4% | +7.2% |
| 3Y | +72.1% | +77.8% | -5.7% | +23.6% |
| All | +92.3% | +37.7% | +54.6% | +57.2% |
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 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