+13,824.2%
MA vs ES
+630.1%
+13,194.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +1.5% | -2.0% | +3.5% | +2.4% |
| 3M | +20.4% | +1.7% | +18.8% | +19.4% |
| 6M | +11.1% | -3.5% | +14.7% | +12.3% |
| YTD | +2.0% | +7.9% | -5.9% | -2.6% |
| 1Y | -2.2% | +17.2% | -19.3% | -11.1% |
| 3Y | +41.9% | +29.3% | +12.6% | +19.0% |
| 5Y | +75.4% | -5.7% | +81.1% | +69.9% |
| 10Y | +527.5% | +85.2% | +442.3% | +300.6% |
| All | +13,824.2% | +630.1% | +13,194.1% | +4,104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling