+584.1%
MA vs ELF
+316.3%
+267.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +2.9% | -0.7% |
| 7D | -0.5% | +3.4% | -3.9% | -1.0% |
| 30D | +7.9% | +5.0% | +2.9% | +7.1% |
| 3M | +16.8% | +22.6% | -5.8% | +13.4% |
| 6M | +31.0% | +104.0% | -73.0% | +18.4% |
| YTD | +15.0% | +49.3% | -34.3% | +7.3% |
| 1Y | +17.0% | +46.0% | -29.0% | +9.3% |
| 3Y | +68.5% | +19.4% | +49.1% | +46.6% |
| 5Y | +85.0% | +262.0% | -177.1% | +23.7% |
| All | +584.1% | +316.3% | +267.8% | +285.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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