+15,689.5%
MA vs ETR
+627.2%
+15,062.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -0.3% | +1.7% | -2.1% | -1.1% |
| 30D | +11.3% | +8.7% | +2.6% | +7.2% |
| 3M | +16.7% | +4.9% | +11.7% | +14.0% |
| 6M | +32.8% | +0.8% | +32.0% | +31.7% |
| YTD | +15.6% | +23.1% | -7.5% | +3.4% |
| 1Y | +19.6% | +17.9% | +1.7% | +9.1% |
| 3Y | +72.1% | +154.5% | -82.4% | +5.0% |
| 5Y | +96.0% | +160.3% | -64.2% | +16.0% |
| 10Y | +554.8% | +366.9% | +187.8% | +178.7% |
| All | +15,689.5% | +627.2% | +15,062.3% | +4,685.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling