+584.1%
MA vs ESI
+321.1%
+263.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | -0.5% | +8.3% | -8.8% | -3.0% |
| 30D | +7.9% | -10.4% | +18.3% | +10.9% |
| 3M | +16.8% | -13.2% | +29.9% | +20.5% |
| 6M | +31.0% | -23.9% | +54.9% | +38.5% |
| YTD | +15.0% | +34.2% | -19.1% | -2.8% |
| 1Y | +17.0% | +22.2% | -5.2% | +2.0% |
| 3Y | +68.5% | +79.2% | -10.8% | +21.3% |
| 5Y | +85.0% | +38.1% | +46.8% | +44.6% |
| All | +584.1% | +321.1% | +263.0% | +243.6% |
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