+594.1%
EWT vs MSI
+458.9%
+135.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.1% |
| 7D | +4.0% | -3.7% | +7.7% | +5.1% |
| 30D | +10.3% | +6.8% | +3.5% | +7.9% |
| 3M | +6.1% | +14.3% | -8.2% | +1.5% |
| 6M | +56.6% | -1.6% | +58.2% | +56.2% |
| YTD | +76.6% | +22.8% | +53.8% | +64.3% |
| 1Y | +97.9% | -1.1% | +99.0% | +96.2% |
| 3Y | +198.0% | +70.5% | +127.5% | +147.7% |
| 5Y | +151.8% | +102.8% | +49.0% | +96.1% |
| 10Y | +514.1% | +597.4% | -83.3% | +218.3% |
| All | +594.1% | +458.9% | +135.2% | +149.8% |
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