+55.2%
EWT vs MAS
+40.8%
+14.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.6% | -6.9% | -2.5% |
| 7D | -10.9% | +14.2% | -25.0% | -13.7% |
| 30D | -17.7% | +26.8% | -44.5% | -22.8% |
| 3M | -5.0% | +13.1% | -18.1% | -7.9% |
| 6M | +7.4% | +27.9% | -20.6% | -0.3% |
| YTD | +52.8% | +38.7% | +14.2% | +36.2% |
| 1Y | +55.2% | +40.4% | +14.8% | +37.3% |
| All | +55.2% | +40.8% | +14.4% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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