+43.7%
EWT vs MAS
+32.0%
+11.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.9% | +5.8% | +4.4% |
| 7D | -11.7% | +2.0% | -13.7% | -12.0% |
| 30D | -23.2% | +19.4% | -42.6% | -26.8% |
| 3M | -12.5% | +9.4% | -21.9% | -14.4% |
| 6M | -5.9% | +15.3% | -21.2% | -10.0% |
| YTD | +40.5% | +31.3% | +9.2% | +27.5% |
| 1Y | +43.7% | +34.9% | +8.9% | +29.6% |
| All | +43.7% | +32.0% | +11.7% | +29.6% |
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