+15,689.5%
MA vs EFV
+186.9%
+15,502.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -1.8% |
| 7D | -0.3% | +1.7% | -2.1% | -1.8% |
| 30D | +11.3% | +3.4% | +7.9% | +8.2% |
| 3M | +16.7% | -1.7% | +18.3% | +18.2% |
| 6M | +32.8% | +6.4% | +26.4% | +25.6% |
| YTD | +15.6% | +16.3% | -0.7% | +0.6% |
| 1Y | +19.6% | +22.9% | -3.3% | -0.7% |
| 3Y | +72.1% | +92.8% | -20.7% | -3.4% |
| 5Y | +96.0% | +93.5% | +2.6% | +9.9% |
| 10Y | +554.8% | +162.1% | +392.6% | +190.4% |
| All | +15,689.5% | +186.9% | +15,502.6% | +6,800.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling