+569.6%
MA vs ES
+92.3%
+477.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.2% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | +11.0% | +6.7% | +4.3% | +8.5% |
| 3M | +17.9% | +0.3% | +17.5% | +17.6% |
| 6M | +33.2% | +7.4% | +25.7% | +29.5% |
| YTD | +16.5% | +8.4% | +8.1% | +12.1% |
| 1Y | +19.1% | +0.6% | +18.5% | +17.2% |
| 3Y | +70.6% | +50.6% | +19.9% | +39.4% |
| 5Y | +92.1% | +4.8% | +87.3% | +81.2% |
| 10Y | +569.6% | +93.1% | +476.5% | +450.1% |
| All | +569.6% | +92.3% | +477.3% | +450.1% |
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