+19.9%
MA vs ELF
+56.1%
-36.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +1.8% | +6.3% | -4.5% | +1.3% |
| 30D | +11.8% | +8.5% | +3.3% | +11.1% |
| 3M | +17.2% | +24.4% | -7.3% | +15.2% |
| 6M | +33.4% | +94.7% | -61.3% | +26.6% |
| YTD | +16.1% | +55.9% | -39.7% | +11.8% |
| 1Y | +19.9% | +48.4% | -28.5% | +15.9% |
| All | +19.9% | +56.1% | -36.2% | +15.9% |
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