+553.1%
MA vs EL
+56.3%
+496.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.2% |
| 7D | +2.3% | +0.8% | +1.5% | +2.0% |
| 30D | +14.7% | +16.5% | -1.9% | +9.1% |
| 3M | +13.5% | +29.2% | -15.7% | +3.7% |
| 6M | +33.1% | +27.9% | +5.2% | +21.1% |
| YTD | +15.1% | +6.2% | +8.9% | +8.8% |
| 1Y | +18.7% | +27.2% | -8.4% | +4.8% |
| 3Y | +72.1% | +3.2% | +68.9% | +49.2% |
| 5Y | +92.8% | -66.0% | +158.8% | +184.7% |
| All | +553.1% | +56.3% | +496.8% | +376.5% |
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