+883.3%
MA vs ESI
+182.6%
+700.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | +2.3% | -8.5% | +10.8% | +4.3% |
| 30D | +14.7% | -15.7% | +30.3% | +18.9% |
| 3M | +13.5% | -18.2% | +31.7% | +18.0% |
| 6M | +33.1% | -28.8% | +62.0% | +41.3% |
| YTD | +15.1% | +26.3% | -11.2% | +3.6% |
| 1Y | +18.7% | +18.2% | +0.5% | +8.5% |
| 3Y | +72.1% | +68.1% | +4.0% | +39.2% |
| 5Y | +92.8% | +28.8% | +64.0% | +65.3% |
| 10Y | +571.6% | +329.8% | +241.8% | +324.4% |
| All | +883.3% | +182.6% | +700.7% | +529.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling