+593.1%
MA vs EL
+62.2%
+530.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +1.3% | +1.5% | -0.2% | +0.8% |
| 30D | +9.6% | +10.0% | -0.4% | +6.2% |
| 3M | +16.8% | +28.4% | -11.6% | +6.9% |
| 6M | +35.2% | +37.1% | -1.9% | +20.4% |
| YTD | +16.6% | +7.8% | +8.7% | +9.6% |
| 1Y | +19.8% | +26.0% | -6.3% | +6.2% |
| 3Y | +70.7% | +3.8% | +66.9% | +48.0% |
| 5Y | +87.4% | -65.2% | +152.6% | +174.0% |
| All | +593.1% | +62.2% | +530.9% | +401.8% |
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