+92.3%
MA vs ES
+1.4%
+90.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | +2.3% | +1.9% | +0.4% | +1.9% |
| 30D | +14.7% | +7.1% | +7.6% | +13.0% |
| 3M | +13.5% | -1.9% | +15.4% | +13.9% |
| 6M | +33.1% | +4.4% | +28.8% | +31.8% |
| YTD | +15.1% | +7.3% | +7.7% | +12.6% |
| 1Y | +18.7% | +2.1% | +16.6% | +17.1% |
| 3Y | +72.1% | +41.8% | +30.2% | +51.9% |
| All | +92.3% | +1.4% | +90.9% | +89.6% |
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 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