+513.6%
EWT vs MKSI
+524.1%
-10.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.2% |
| 7D | -1.1% | +2.7% | -3.8% | -1.9% |
| 30D | +4.5% | -12.8% | +17.3% | +8.5% |
| 3M | +8.3% | -22.5% | +30.8% | +15.3% |
| 6M | +54.2% | +19.4% | +34.8% | +44.7% |
| YTD | +74.6% | +67.7% | +6.9% | +47.7% |
| 1Y | +84.9% | +131.4% | -46.5% | +41.3% |
| 3Y | +197.5% | +197.3% | +0.2% | +99.5% |
| 5Y | +150.6% | +87.0% | +63.6% | +83.6% |
| All | +513.6% | +524.1% | -10.5% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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