+40.1%
MA vs ET
+96.2%
-56.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +1.4% | +6.9% | -5.4% | -0.3% |
| 3M | +17.7% | +13.1% | +4.7% | +14.1% |
| 6M | +9.7% | +18.7% | -9.0% | +4.7% |
| YTD | +0.5% | +37.4% | -37.0% | -8.2% |
| 1Y | -2.1% | +34.8% | -36.9% | -10.1% |
| 3Y | +40.1% | +96.8% | -56.7% | +16.2% |
| All | +40.1% | +96.2% | -56.1% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling