+92.3%
MA vs ELF
+266.1%
-173.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -1.0% |
| 7D | +2.3% | +4.0% | -1.7% | +1.9% |
| 30D | +14.7% | +10.6% | +4.1% | +13.6% |
| 3M | +13.5% | +25.8% | -12.3% | +10.9% |
| 6M | +33.1% | +89.1% | -55.9% | +24.9% |
| YTD | +15.1% | +52.7% | -37.7% | +9.4% |
| 1Y | +18.7% | +51.7% | -33.0% | +12.8% |
| 3Y | +72.1% | +14.2% | +57.9% | +51.2% |
| All | +92.3% | +266.1% | -173.8% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling