+593.1%
MA vs ET
+160.8%
+432.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +1.3% | +2.5% | -1.2% | +0.5% |
| 30D | +9.6% | -2.5% | +12.1% | +10.2% |
| 3M | +16.8% | -4.9% | +21.6% | +18.3% |
| 6M | +35.2% | -0.1% | +35.3% | +34.7% |
| YTD | +16.6% | +26.2% | -9.7% | +7.8% |
| 1Y | +19.8% | +25.2% | -5.4% | +10.9% |
| 3Y | +70.7% | +84.2% | -13.5% | +38.7% |
| 5Y | +87.4% | +216.1% | -128.7% | +27.9% |
| All | +593.1% | +160.8% | +432.3% | +357.4% |
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