+19.1%
MA vs ED
+24.8%
-5.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.8% | -0.9% | -0.9% | -1.7% |
| 30D | +11.0% | +11.2% | -0.2% | +11.0% |
| 3M | +17.9% | +11.8% | +6.1% | +17.8% |
| 6M | +33.2% | +14.1% | +19.1% | +34.1% |
| YTD | +16.5% | +23.0% | -6.5% | +18.1% |
| 1Y | +19.1% | +23.7% | -4.6% | +20.0% |
| All | +19.1% | +24.8% | -5.7% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling