+13,824.2%
MA vs EL
+556.3%
+13,267.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -2.2% |
| 7D | -2.7% | +0.8% | -3.5% | -3.0% |
| 30D | +1.5% | +19.8% | -18.3% | -6.1% |
| 3M | +20.4% | +25.7% | -5.3% | +9.0% |
| 6M | +11.1% | +5.4% | +5.7% | +6.0% |
| YTD | +2.0% | +0.2% | +1.7% | -2.6% |
| 1Y | -2.2% | +20.4% | -22.6% | -14.4% |
| 3Y | +41.9% | -32.1% | +74.0% | +43.8% |
| 5Y | +75.4% | -67.2% | +142.5% | +145.4% |
| 10Y | +527.5% | +31.7% | +495.8% | +328.2% |
| All | +13,824.2% | +556.3% | +13,267.8% | +3,646.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling