+568.4%
MA vs ETR
+369.0%
+199.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +1.8% | +2.6% | -0.8% | +0.8% |
| 30D | +11.8% | +8.7% | +3.2% | +8.2% |
| 3M | +17.2% | +6.4% | +10.8% | +14.2% |
| 6M | +33.4% | +0.7% | +32.7% | +32.5% |
| YTD | +16.1% | +23.0% | -6.9% | +5.1% |
| 1Y | +19.9% | +17.9% | +2.0% | +10.5% |
| 3Y | +70.1% | +154.9% | -84.8% | +7.3% |
| 5Y | +89.6% | +157.3% | -67.6% | +16.8% |
| 10Y | +568.4% | +373.4% | +195.1% | +264.9% |
| All | +568.4% | +369.0% | +199.4% | +264.9% |
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