+200.3%
EWT vs MSI
+69.3%
+131.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | +1.6% | -5.8% | +7.4% | +2.7% |
| 30D | +8.2% | -1.0% | +9.2% | +8.4% |
| 3M | +11.1% | +14.2% | -3.1% | +8.0% |
| 6M | +60.4% | +1.0% | +59.4% | +59.8% |
| YTD | +75.6% | +21.5% | +54.1% | +67.2% |
| 1Y | +91.3% | -2.1% | +93.4% | +92.2% |
| 3Y | +200.3% | +69.3% | +131.0% | +151.8% |
| All | +200.3% | +69.3% | +131.0% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 3y: compounded portfolio wealth divided by compounded MSI 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…
3y analysis · Full analysis span regression · 6 months rolling