+72.1%
MA vs EVRG
+100.3%
-28.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -0.3% | +1.7% | -2.0% | -0.7% |
| 30D | +11.3% | +8.7% | +2.6% | +9.4% |
| 3M | +16.7% | +6.4% | +10.3% | +15.1% |
| 6M | +32.8% | +9.4% | +23.4% | +30.2% |
| YTD | +15.6% | +24.5% | -8.8% | +9.2% |
| 1Y | +19.6% | +20.5% | -0.9% | +14.0% |
| 3Y | +72.1% | +101.6% | -29.5% | +49.9% |
| All | +72.1% | +100.3% | -28.2% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling