+2.7%
EWT vs MSI
+36.7%
-34.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.2% |
| 7D | +9.1% | +3.2% | +5.9% | +9.6% |
| 30D | -12.2% | +17.6% | -29.8% | -10.9% |
| 3M | -9.4% | +14.5% | -23.9% | -7.9% |
| 6M | +2.7% | +34.3% | -31.6% | +1.5% |
| All | +2.7% | +36.7% | -34.0% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling