+513.2%
MA vs EFV
+162.1%
+351.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.3% |
| 7D | -3.5% | -0.5% | -3.0% | -3.1% |
| 30D | +0.8% | 0.0% | +0.8% | +0.7% |
| 3M | +14.8% | +8.4% | +6.4% | +6.1% |
| 6M | +10.0% | +12.3% | -2.4% | -2.6% |
| YTD | -0.1% | +17.4% | -17.5% | -15.7% |
| 1Y | -2.2% | +27.1% | -29.3% | -23.9% |
| 3Y | +39.3% | +90.7% | -51.5% | -29.6% |
| 5Y | +66.3% | +95.6% | -29.3% | -18.4% |
| 10Y | +513.2% | +165.3% | +347.9% | +123.6% |
| All | +513.2% | +162.1% | +351.1% | +123.6% |
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