+501.6%
MA vs ELF
+357.0%
+144.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.4% |
| 7D | -2.7% | +5.4% | -8.1% | -3.4% |
| 30D | +1.5% | +27.0% | -25.4% | -1.7% |
| 3M | +20.4% | +113.2% | -92.8% | +8.7% |
| 6M | +11.1% | +36.6% | -25.4% | +5.7% |
| YTD | +2.0% | +44.2% | -42.3% | -4.2% |
| 1Y | -2.2% | -18.0% | +15.8% | -2.4% |
| 3Y | +41.9% | -19.9% | +61.8% | +32.4% |
| 5Y | +75.4% | +257.7% | -182.3% | +18.6% |
| All | +501.6% | +357.0% | +144.6% | +242.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling