+15,692.2%
MA vs ED
+548.1%
+15,144.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.9% |
| 7D | +3.2% | +5.2% | -2.0% | +0.9% |
| 30D | +15.9% | +15.5% | +0.4% | +8.5% |
| 3M | +15.2% | +13.0% | +2.1% | +8.8% |
| 6M | +32.4% | +13.1% | +19.3% | +24.8% |
| YTD | +15.6% | +25.3% | -9.6% | +3.3% |
| 1Y | +19.3% | +30.5% | -11.2% | +4.4% |
| 3Y | +73.0% | +49.3% | +23.6% | +39.0% |
| 5Y | +93.7% | +84.6% | +9.2% | +37.3% |
| 10Y | +575.0% | +135.4% | +439.5% | +289.4% |
| All | +15,692.2% | +548.1% | +15,144.0% | +4,114.8% |
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