-2.1%
MA vs ELF
-23.1%
+21.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -1.2% |
| 7D | -1.8% | -1.2% | -0.6% | -1.7% |
| 30D | +1.4% | +5.9% | -4.5% | +1.1% |
| 3M | +17.7% | +99.5% | -81.8% | +13.9% |
| 6M | +9.7% | +26.5% | -16.9% | +7.7% |
| YTD | +0.5% | +37.2% | -36.7% | -1.4% |
| 1Y | -2.1% | -24.4% | +22.3% | -2.7% |
| All | -2.1% | -23.1% | +21.0% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling