+42.1%
MA vs EVRG
+71.2%
-29.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | +1.5% | -1.0% | +2.5% | +1.7% |
| 3M | +20.4% | +0.4% | +20.0% | +20.3% |
| 6M | +11.1% | -0.8% | +12.0% | +11.3% |
| YTD | +2.0% | +15.3% | -13.4% | -1.9% |
| 1Y | -2.2% | +17.9% | -20.0% | -6.5% |
| All | +42.1% | +71.2% | -29.1% | +26.4% |
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