-2.1%
MA vs ESI
+39.5%
-41.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.4% |
| 7D | -1.8% | +5.4% | -7.1% | -1.7% |
| 30D | +1.4% | -4.2% | +5.6% | +1.4% |
| 3M | +17.7% | -9.6% | +27.4% | +17.1% |
| 6M | +9.7% | +18.3% | -8.7% | +6.0% |
| YTD | +0.5% | +45.8% | -45.3% | -6.7% |
| 1Y | -2.1% | +39.2% | -41.2% | -9.1% |
| All | -2.1% | +39.5% | -41.6% | -9.1% |
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