+431.4%
EWT vs MAS
+830.9%
-399.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -3.4% | -8.1% | -10.5% |
| 7D | -19.0% | +4.6% | -23.5% | -20.1% |
| 30D | -27.0% | +19.9% | -46.9% | -31.2% |
| 3M | -15.6% | +8.9% | -24.5% | -18.2% |
| 6M | -7.4% | +20.2% | -27.6% | -13.4% |
| YTD | +35.2% | +33.9% | +1.3% | +21.5% |
| 1Y | +36.0% | +34.7% | +1.4% | +21.8% |
| 3Y | +128.2% | +60.4% | +67.8% | +90.2% |
| 5Y | +97.4% | +43.5% | +53.9% | +66.9% |
| 10Y | +368.6% | +226.7% | +141.9% | +194.6% |
| All | +431.4% | +830.9% | -399.6% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling