+15,614.6%
MA vs ECL
+903.1%
+14,711.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.6% |
| 7D | +2.3% | -0.8% | +3.1% | +2.9% |
| 30D | +14.7% | +8.1% | +6.6% | +9.0% |
| 3M | +13.5% | +6.4% | +7.1% | +8.9% |
| 6M | +33.1% | +14.8% | +18.4% | +20.7% |
| YTD | +15.1% | +15.5% | -0.4% | +3.0% |
| 1Y | +18.7% | +20.1% | -1.4% | +3.3% |
| 3Y | +72.1% | +77.8% | -5.7% | +11.9% |
| 5Y | +92.8% | +37.9% | +54.9% | +45.7% |
| 10Y | +571.6% | +202.7% | +369.0% | +182.6% |
| All | +15,614.6% | +903.1% | +14,711.5% | +2,758.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling