+15,692.2%
MA vs ES
+647.7%
+15,044.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -3.4% |
| 7D | +3.2% | +5.9% | -2.7% | +0.6% |
| 30D | +15.9% | +10.2% | +5.7% | +11.0% |
| 3M | +15.2% | +0.4% | +14.7% | +14.7% |
| 6M | +32.4% | +6.9% | +25.5% | +27.9% |
| YTD | +15.6% | +10.5% | +5.1% | +9.1% |
| 1Y | +19.3% | +3.2% | +16.1% | +15.3% |
| 3Y | +73.0% | +49.0% | +23.9% | +35.6% |
| 5Y | +93.7% | +4.5% | +89.3% | +78.3% |
| 10Y | +575.0% | +92.3% | +482.6% | +322.7% |
| All | +15,692.2% | +647.7% | +15,044.4% | +4,610.5% |
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