+513.2%
MA vs ETR
+288.4%
+224.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.1% |
| 7D | -3.5% | +0.4% | -3.9% | -3.7% |
| 30D | +0.8% | +2.0% | -1.3% | -0.1% |
| 3M | +14.8% | -1.7% | +16.5% | +15.3% |
| 6M | +10.0% | +3.6% | +6.4% | +7.4% |
| YTD | -0.1% | +18.0% | -18.2% | -8.0% |
| 1Y | -2.2% | +26.2% | -28.5% | -12.8% |
| 3Y | +39.3% | +148.0% | -108.7% | -11.2% |
| 5Y | +66.3% | +126.1% | -59.7% | +9.1% |
| 10Y | +513.2% | +302.3% | +211.0% | +248.1% |
| All | +513.2% | +288.4% | +224.8% | +248.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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