-1.4%
MA vs ELV
+29.9%
-31.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -3.5% | -2.2% | -1.3% | -3.2% |
| 30D | +0.8% | -0.2% | +1.0% | +0.8% |
| 3M | +14.8% | -6.1% | +20.9% | +15.7% |
| 6M | +10.0% | +42.8% | -32.8% | +4.9% |
| YTD | -0.1% | +14.4% | -14.5% | -2.1% |
| All | -1.4% | +29.9% | -31.4% | -4.5% |
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