+13,824.2%
MA vs ELV
+629.2%
+13,194.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.6% | -0.5% |
| 7D | -2.7% | +3.3% | -6.0% | -3.9% |
| 30D | +1.5% | +4.2% | -2.6% | -0.1% |
| 3M | +20.4% | -0.1% | +20.5% | +19.7% |
| 6M | +11.1% | +41.3% | -30.1% | -3.3% |
| YTD | +2.0% | +17.4% | -15.5% | -5.9% |
| 1Y | -2.2% | +35.1% | -37.2% | -14.8% |
| 3Y | +41.9% | -3.2% | +45.1% | +35.2% |
| 5Y | +75.4% | +15.6% | +59.7% | +51.5% |
| 10Y | +527.5% | +276.8% | +250.8% | +217.9% |
| All | +13,824.2% | +629.2% | +13,194.9% | +4,039.6% |
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