+553.1%
MA vs ED
+129.3%
+423.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.3% |
| 7D | +2.3% | +1.6% | +0.7% | +1.8% |
| 30D | +14.7% | +13.3% | +1.4% | +10.2% |
| 3M | +13.5% | +9.7% | +3.8% | +10.1% |
| 6M | +33.1% | +12.8% | +20.3% | +27.9% |
| YTD | +15.1% | +22.3% | -7.2% | +7.1% |
| 1Y | +18.7% | +26.3% | -7.6% | +9.2% |
| 3Y | +72.1% | +45.0% | +27.0% | +48.8% |
| 5Y | +92.8% | +80.2% | +12.6% | +52.3% |
| All | +553.1% | +129.3% | +423.8% | +396.2% |
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