+22.5%
MA vs ESI
+27.8%
-5.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.6% | +8.6% | +3.7% |
| 7D | +10.2% | -6.6% | +16.8% | +9.9% |
| 30D | +19.3% | -10.9% | +30.2% | +18.8% |
| 3M | +18.0% | -13.8% | +31.8% | +17.5% |
| 6M | +33.7% | -21.5% | +55.2% | +32.7% |
| YTD | +18.6% | +34.7% | -16.1% | +10.0% |
| 1Y | +22.5% | +24.9% | -2.4% | +15.0% |
| All | +22.5% | +27.8% | -5.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling