+513.2%
MA vs EVRG
+111.7%
+401.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -3.5% | +0.6% | -4.1% | -3.8% |
| 30D | +0.8% | -0.2% | +1.0% | +0.8% |
| 3M | +14.8% | -0.5% | +15.2% | +14.8% |
| 6M | +10.0% | +0.2% | +9.8% | +9.5% |
| YTD | -0.1% | +14.9% | -15.0% | -6.8% |
| 1Y | -2.2% | +18.2% | -20.4% | -10.1% |
| 3Y | +39.3% | +70.2% | -30.9% | +7.1% |
| 5Y | +66.3% | +45.3% | +21.0% | +36.4% |
| 10Y | +513.2% | +112.4% | +400.8% | +334.7% |
| All | +513.2% | +111.7% | +401.5% | +334.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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