+15,762.5%
MA vs ELV
+672.2%
+15,090.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.3% | -0.5% |
| 7D | +1.8% | +3.8% | -2.0% | +0.4% |
| 30D | +11.8% | +4.1% | +7.7% | +10.1% |
| 3M | +17.2% | +8.5% | +8.7% | +13.5% |
| 6M | +33.4% | +14.6% | +18.8% | +25.7% |
| YTD | +16.1% | +24.4% | -8.2% | +4.8% |
| 1Y | +19.9% | +44.2% | -24.3% | +2.1% |
| 3Y | +70.1% | -1.4% | +71.5% | +61.1% |
| 5Y | +89.6% | +8.8% | +80.9% | +69.0% |
| 10Y | +568.4% | +268.4% | +300.1% | +243.0% |
| All | +15,762.5% | +672.2% | +15,090.2% | +4,511.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling