+499.0%
MA vs ELV
+278.2%
+220.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.4% | -5.8% | -2.2% |
| 7D | -3.5% | +0.9% | -4.3% | -3.8% |
| 30D | +0.7% | +7.2% | -6.5% | -1.7% |
| 3M | +15.8% | +3.4% | +12.4% | +13.8% |
| 6M | +10.2% | +48.6% | -38.4% | -4.6% |
| YTD | -0.5% | +20.6% | -21.0% | -8.3% |
| 1Y | -1.8% | +38.5% | -40.3% | -14.3% |
| 3Y | +38.7% | -2.4% | +41.1% | +32.9% |
| 5Y | +67.6% | +25.3% | +42.3% | +40.0% |
| All | +499.0% | +278.2% | +220.7% | +279.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling