+67.5%
MA vs ELV
+14.2%
+53.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.2% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +1.4% | +2.0% | -0.6% | +1.0% |
| 3M | +17.7% | -3.5% | +21.2% | +18.2% |
| 6M | +9.7% | +40.2% | -30.5% | +2.2% |
| YTD | +0.5% | +15.8% | -15.3% | -3.1% |
| 1Y | -2.1% | +33.2% | -35.2% | -8.6% |
| 3Y | +40.1% | -6.2% | +46.3% | +38.5% |
| 5Y | +67.5% | +16.4% | +51.1% | +52.9% |
| All | +67.5% | +14.2% | +53.3% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling