+371.1%
EWT vs MAS
+213.7%
+157.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.5% |
| 7D | -11.7% | +2.0% | -13.7% | -12.3% |
| 30D | -23.2% | +19.4% | -42.6% | -27.8% |
| 3M | -12.5% | +9.4% | -21.9% | -15.4% |
| 6M | -5.9% | +15.3% | -21.2% | -11.0% |
| YTD | +40.5% | +31.3% | +9.2% | +26.3% |
| 1Y | +43.7% | +34.9% | +8.9% | +27.9% |
| 3Y | +136.6% | +58.6% | +78.0% | +95.4% |
| 5Y | +105.1% | +40.7% | +64.4% | +72.5% |
| All | +371.1% | +213.7% | +157.4% | +208.8% |
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