+553.1%
MA vs ESI
+312.6%
+240.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.1% |
| 7D | +2.3% | -8.5% | +10.8% | +4.9% |
| 30D | +14.7% | -15.7% | +30.3% | +20.1% |
| 3M | +13.5% | -18.2% | +31.7% | +19.3% |
| 6M | +33.1% | -28.8% | +62.0% | +43.6% |
| YTD | +15.1% | +26.3% | -11.2% | -0.9% |
| 1Y | +18.7% | +18.2% | +0.5% | +4.4% |
| 3Y | +72.1% | +68.1% | +4.0% | +26.5% |
| 5Y | +92.8% | +28.8% | +64.0% | +54.1% |
| All | +553.1% | +312.6% | +240.5% | +238.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling