+505.6%
MA vs EL
+31.4%
+474.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -0.8% |
| 7D | -1.8% | +1.7% | -3.4% | -2.3% |
| 30D | +1.4% | +15.5% | -14.1% | -3.7% |
| 3M | +17.7% | +20.6% | -2.8% | +10.0% |
| 6M | +9.7% | +10.5% | -0.8% | +4.1% |
| YTD | +0.5% | -1.9% | +2.4% | -2.3% |
| 1Y | -2.1% | +16.1% | -18.2% | -11.2% |
| 3Y | +40.1% | -30.2% | +70.3% | +43.5% |
| 5Y | +67.5% | -67.4% | +134.9% | +147.9% |
| 10Y | +505.6% | +31.2% | +474.4% | +363.5% |
| All | +505.6% | +31.4% | +474.2% | +363.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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