+70.7%
MA vs ELF
+24.2%
+46.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.9% | -2.6% | +1.1% |
| 7D | +1.3% | +1.6% | -0.3% | +1.2% |
| 30D | +9.6% | +9.1% | +0.5% | +9.1% |
| 3M | +16.8% | +28.2% | -11.4% | +15.2% |
| 6M | +35.2% | +119.5% | -84.3% | +29.4% |
| YTD | +16.6% | +55.2% | -38.6% | +13.2% |
| 1Y | +19.8% | +58.6% | -38.8% | +16.2% |
| 3Y | +70.7% | +21.3% | +49.4% | +65.4% |
| All | +70.7% | +24.2% | +46.5% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling