+568.4%
MA vs ED
+136.7%
+431.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | +1.8% | +2.1% | -0.3% | +1.1% |
| 30D | +11.8% | +12.4% | -0.6% | +7.7% |
| 3M | +17.2% | +13.1% | +4.0% | +12.5% |
| 6M | +33.4% | +14.1% | +19.3% | +27.7% |
| YTD | +16.1% | +23.1% | -6.9% | +7.9% |
| 1Y | +19.9% | +25.4% | -5.5% | +10.6% |
| 3Y | +70.1% | +47.9% | +22.2% | +45.9% |
| 5Y | +89.6% | +81.9% | +7.8% | +49.1% |
| 10Y | +568.4% | +141.3% | +427.2% | +400.3% |
| All | +568.4% | +136.7% | +431.7% | +400.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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