+102.7%
EWT vs MAS
+39.7%
+63.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.5% | +4.4% |
| 7D | -11.7% | +2.4% | -14.1% | -12.3% |
| 30D | -23.2% | +19.8% | -43.1% | -27.6% |
| 3M | -12.5% | +9.8% | -22.3% | -15.3% |
| 6M | -5.9% | +15.8% | -21.7% | -10.9% |
| YTD | +40.5% | +31.8% | +8.7% | +26.5% |
| 1Y | +43.7% | +35.4% | +8.4% | +28.1% |
| 3Y | +136.6% | +59.2% | +77.4% | +95.7% |
| All | +102.7% | +39.7% | +63.0% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling