+60.3%
EWT vs MAS
+39.3%
+20.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +3.2% | -1.8% | +5.0% | +3.8% |
| 30D | -12.3% | +23.6% | -35.9% | -17.1% |
| 3M | -3.6% | +12.4% | -16.0% | -6.3% |
| 6M | +3.1% | +21.9% | -18.7% | -2.8% |
| YTD | +57.7% | +36.1% | +21.6% | +41.5% |
| 1Y | +60.3% | +39.5% | +20.8% | +42.9% |
| All | +60.3% | +39.3% | +20.9% | +42.9% |
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