+497.7%
EWT vs MAS
+137.9%
+359.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.3% |
| 7D | +4.0% | -0.8% | +4.7% | +4.2% |
| 30D | +10.3% | -5.6% | +15.9% | +12.3% |
| 3M | +6.1% | +4.4% | +1.6% | +4.0% |
| 6M | +56.6% | +7.2% | +49.4% | +51.7% |
| YTD | +76.6% | +16.1% | +60.5% | +65.9% |
| 1Y | +97.9% | +0.1% | +97.8% | +94.7% |
| 3Y | +198.0% | +28.3% | +169.7% | +164.7% |
| 5Y | +151.8% | +30.5% | +121.3% | +117.7% |
| All | +497.7% | +137.9% | +359.8% | +319.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling