+501.7%
EWT vs MSI
+534.9%
-33.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.7% |
| 7D | +13.2% | +2.6% | +10.6% | +12.4% |
| 30D | -14.3% | +18.1% | -32.4% | -18.7% |
| 3M | -8.4% | +13.2% | -21.6% | -12.1% |
| 6M | +3.7% | +36.3% | -32.6% | -6.2% |
| YTD | +53.1% | +39.5% | +13.6% | +36.7% |
| 1Y | +55.5% | +36.9% | +18.6% | +39.6% |
| 3Y | +155.6% | +76.1% | +79.5% | +110.2% |
| 5Y | +119.3% | +123.7% | -4.4% | +65.5% |
| 10Y | +446.2% | +664.3% | -218.2% | +174.8% |
| All | +501.7% | +534.9% | -33.2% | +107.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling