-2.2%
MA vs ELV
+34.8%
-37.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.9% |
| 7D | -2.7% | +3.3% | -6.0% | -3.1% |
| 30D | +1.5% | +4.2% | -2.6% | +1.0% |
| 3M | +20.4% | -0.1% | +20.5% | +20.3% |
| 6M | +11.1% | +41.3% | -30.1% | +6.4% |
| YTD | +2.0% | +17.4% | -15.5% | -0.3% |
| 1Y | -2.2% | +35.1% | -37.2% | -4.8% |
| All | -2.2% | +34.8% | -37.0% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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