+568.4%
MA vs ELV
+280.6%
+287.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | -0.5% |
| 7D | +1.8% | +3.8% | -2.0% | +0.5% |
| 30D | +11.8% | +4.1% | +7.7% | +10.3% |
| 3M | +17.2% | +8.5% | +8.7% | +13.8% |
| 6M | +33.4% | +14.6% | +18.8% | +26.4% |
| YTD | +16.1% | +24.4% | -8.2% | +5.7% |
| 1Y | +19.9% | +44.2% | -24.3% | +3.3% |
| 3Y | +70.1% | -1.4% | +71.5% | +62.6% |
| 5Y | +89.6% | +8.8% | +80.9% | +69.5% |
| 10Y | +568.4% | +268.4% | +300.1% | +333.0% |
| All | +568.4% | +280.6% | +287.8% | +333.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling