+573.9%
EWT vs MKSI
+810.8%
-236.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.9% |
| 7D | -1.1% | +4.9% | -6.0% | -2.5% |
| 30D | +4.8% | -11.0% | +15.8% | +8.1% |
| 3M | +11.1% | -17.1% | +28.2% | +16.0% |
| 6M | +54.6% | +16.4% | +38.2% | +45.8% |
| YTD | +71.4% | +64.3% | +7.2% | +45.3% |
| 1Y | +82.1% | +137.7% | -55.6% | +37.2% |
| 3Y | +193.2% | +189.1% | +4.1% | +96.7% |
| 5Y | +146.1% | +83.1% | +63.0% | +80.0% |
| 10Y | +505.0% | +509.4% | -4.3% | +182.2% |
| All | +573.9% | +810.8% | -236.9% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling