+22.5%
MA vs ET
+24.7%
-2.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.5% | +7.4% | +3.5% |
| 7D | +10.2% | -6.0% | +16.3% | +9.5% |
| 30D | +19.3% | -6.1% | +25.4% | +18.6% |
| 3M | +18.0% | -2.7% | +20.6% | +17.7% |
| 6M | +33.7% | +0.2% | +33.5% | +33.8% |
| YTD | +18.6% | +24.3% | -5.8% | +24.6% |
| 1Y | +22.5% | +26.4% | -3.9% | +29.2% |
| All | +22.5% | +24.7% | -2.3% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling