+92.3%
MA vs ETR
+152.2%
-59.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +14.7% | +7.5% | +7.1% | +12.7% |
| 3M | +13.5% | +4.4% | +9.1% | +12.3% |
| 6M | +33.1% | -1.5% | +34.7% | +33.4% |
| YTD | +15.1% | +21.8% | -6.7% | +8.1% |
| 1Y | +18.7% | +18.4% | +0.3% | +12.4% |
| 3Y | +72.1% | +148.5% | -76.4% | +25.4% |
| All | +92.3% | +152.2% | -59.9% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling