+88.5%
MA vs ES
+6.6%
+82.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +1.3% | +2.7% | -1.4% | +0.7% |
| 30D | +9.6% | +7.6% | +2.0% | +7.9% |
| 3M | +16.8% | +0.5% | +16.3% | +16.6% |
| 6M | +35.2% | +7.6% | +27.6% | +33.0% |
| YTD | +16.6% | +10.2% | +6.3% | +13.4% |
| 1Y | +19.8% | +1.8% | +17.9% | +18.4% |
| 3Y | +70.7% | +55.4% | +15.3% | +46.4% |
| All | +88.5% | +6.6% | +82.0% | +83.9% |
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 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