+15,612.2%
MA vs ET
+1,112.2%
+14,500.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | -0.5% | +3.0% | -3.5% | -1.2% |
| 30D | +7.9% | -3.5% | +11.4% | +8.7% |
| 3M | +16.8% | -5.6% | +22.4% | +18.3% |
| 6M | +31.0% | +0.5% | +30.5% | +30.4% |
| YTD | +15.0% | +26.3% | -11.3% | +7.9% |
| 1Y | +17.0% | +25.7% | -8.6% | +9.8% |
| 3Y | +68.5% | +85.1% | -16.6% | +42.4% |
| 5Y | +85.0% | +216.4% | -131.4% | +35.9% |
| 10Y | +561.3% | +160.9% | +400.4% | +372.5% |
| All | +15,612.2% | +1,112.2% | +14,500.0% | +4,409.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling