+70.7%
MA vs ESI
+79.1%
-8.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +1.3% | +5.5% | -4.2% | +0.8% |
| 30D | +9.6% | -7.8% | +17.4% | +10.2% |
| 3M | +16.8% | -15.0% | +31.8% | +18.3% |
| 6M | +35.2% | -24.9% | +60.1% | +38.2% |
| YTD | +16.6% | +33.2% | -16.7% | +5.5% |
| 1Y | +19.8% | +24.9% | -5.2% | +9.8% |
| 3Y | +70.7% | +77.8% | -7.1% | +43.3% |
| All | +70.7% | +79.1% | -8.4% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling