+15,614.6%
MA vs ED
+532.7%
+15,081.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.6% |
| 7D | +2.3% | +1.6% | +0.7% | +1.6% |
| 30D | +14.7% | +13.3% | +1.4% | +8.3% |
| 3M | +13.5% | +9.7% | +3.8% | +8.7% |
| 6M | +33.1% | +12.8% | +20.3% | +25.7% |
| YTD | +15.1% | +22.3% | -7.2% | +4.0% |
| 1Y | +18.7% | +26.3% | -7.6% | +5.5% |
| 3Y | +72.1% | +45.0% | +27.0% | +40.2% |
| 5Y | +92.8% | +80.2% | +12.6% | +38.1% |
| 10Y | +571.6% | +129.9% | +441.8% | +291.7% |
| All | +15,614.6% | +532.7% | +15,081.9% | +4,139.7% |
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