+17.0%
MA vs ESI
+21.7%
-4.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.3% |
| 7D | -0.5% | +8.3% | -8.8% | -0.2% |
| 30D | +7.9% | -10.4% | +18.3% | +7.5% |
| 3M | +16.8% | -13.2% | +29.9% | +16.4% |
| 6M | +31.0% | -23.9% | +54.9% | +30.4% |
| YTD | +15.0% | +34.2% | -19.1% | +6.2% |
| 1Y | +17.0% | +22.2% | -5.2% | +9.9% |
| All | +17.0% | +21.7% | -4.6% | +9.9% |
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