+72.9%
MA vs ES
+50.7%
+22.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.8% |
| 7D | +3.2% | +5.9% | -2.7% | +2.4% |
| 30D | +15.9% | +10.2% | +5.7% | +14.5% |
| 3M | +15.2% | +0.4% | +14.7% | +15.0% |
| 6M | +32.4% | +6.9% | +25.5% | +31.3% |
| YTD | +15.6% | +10.5% | +5.1% | +13.7% |
| 1Y | +19.3% | +3.2% | +16.1% | +18.3% |
| All | +72.9% | +50.7% | +22.2% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling