+505.6%
MA vs ESI
+307.6%
+198.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -1.8% | +5.4% | -7.1% | -3.4% |
| 30D | +1.4% | -4.2% | +5.6% | +2.5% |
| 3M | +17.7% | -9.6% | +27.4% | +19.5% |
| 6M | +9.7% | +18.3% | -8.7% | -0.1% |
| YTD | +0.5% | +45.8% | -45.3% | -15.9% |
| 1Y | -2.1% | +39.2% | -41.2% | -17.2% |
| 3Y | +40.1% | +86.3% | -46.2% | +2.0% |
| 5Y | +67.5% | +76.2% | -8.7% | +22.1% |
| 10Y | +505.6% | +306.8% | +198.8% | +215.4% |
| All | +505.6% | +307.6% | +198.0% | +215.4% |
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