+93.7%
MA vs ES
+5.0%
+88.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.9% |
| 7D | +3.2% | +5.9% | -2.7% | +1.9% |
| 30D | +15.9% | +10.2% | +5.7% | +13.6% |
| 3M | +15.2% | +0.4% | +14.7% | +15.0% |
| 6M | +32.4% | +6.9% | +25.5% | +30.4% |
| YTD | +15.6% | +10.5% | +5.1% | +12.5% |
| 1Y | +19.3% | +3.2% | +16.1% | +17.6% |
| 3Y | +73.0% | +49.0% | +23.9% | +50.8% |
| 5Y | +93.7% | +4.5% | +89.3% | +92.8% |
| All | +93.7% | +5.0% | +88.8% | +92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling