+13,824.2%
MA vs ED
+472.6%
+13,351.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +1.5% | -0.1% | +1.7% | +1.6% |
| 3M | +20.4% | +3.9% | +16.5% | +18.2% |
| 6M | +11.1% | -3.0% | +14.2% | +12.2% |
| YTD | +2.0% | +10.7% | -8.7% | -3.5% |
| 1Y | -2.2% | +13.3% | -15.5% | -8.7% |
| 3Y | +41.9% | +34.5% | +7.4% | +19.3% |
| 5Y | +75.4% | +67.1% | +8.2% | +29.5% |
| 10Y | +527.5% | +103.0% | +424.5% | +288.7% |
| All | +13,824.2% | +472.6% | +13,351.5% | +3,835.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling