+593.1%
MA vs EFV
+163.3%
+429.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | +1.3% | +2.5% | -1.2% | -1.1% |
| 30D | +9.6% | +2.9% | +6.7% | +6.7% |
| 3M | +16.8% | -1.4% | +18.2% | +18.2% |
| 6M | +35.2% | +5.5% | +29.7% | +27.9% |
| YTD | +16.6% | +16.1% | +0.5% | -0.8% |
| 1Y | +19.8% | +20.3% | -0.5% | -1.6% |
| 3Y | +70.7% | +90.4% | -19.7% | -13.8% |
| 5Y | +87.4% | +93.5% | -6.1% | -7.3% |
| All | +593.1% | +163.3% | +429.8% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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