+584.1%
MA vs ET
+161.1%
+423.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -0.5% | +3.0% | -3.5% | -1.4% |
| 30D | +7.9% | -3.5% | +11.4% | +8.9% |
| 3M | +16.8% | -5.6% | +22.4% | +18.6% |
| 6M | +31.0% | +0.5% | +30.5% | +30.3% |
| YTD | +15.0% | +26.3% | -11.3% | +6.3% |
| 1Y | +17.0% | +25.7% | -8.6% | +8.3% |
| 3Y | +68.5% | +85.1% | -16.6% | +36.7% |
| 5Y | +85.0% | +216.4% | -131.4% | +26.2% |
| All | +584.1% | +161.1% | +423.0% | +351.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling