+593.1%
MA vs ES
+98.2%
+494.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | +1.3% | +2.7% | -1.4% | +0.4% |
| 30D | +9.6% | +7.6% | +2.0% | +6.8% |
| 3M | +16.8% | +0.5% | +16.3% | +16.4% |
| 6M | +35.2% | +7.6% | +27.6% | +31.5% |
| YTD | +16.6% | +10.2% | +6.3% | +11.5% |
| 1Y | +19.8% | +1.8% | +17.9% | +17.4% |
| 3Y | +70.7% | +55.4% | +15.3% | +37.9% |
| 5Y | +87.4% | +7.3% | +80.1% | +75.2% |
| All | +593.1% | +98.2% | +494.9% | +470.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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