+67.5%
MA vs EVRG
+49.3%
+18.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -1.8% | +0.9% | -2.6% | -2.0% |
| 30D | +1.4% | -0.5% | +2.0% | +1.5% |
| 3M | +17.7% | +1.5% | +16.2% | +17.1% |
| 6M | +9.7% | +1.2% | +8.5% | +9.0% |
| YTD | +0.5% | +16.3% | -15.8% | -5.1% |
| 1Y | -2.1% | +20.3% | -22.3% | -8.8% |
| 3Y | +40.1% | +72.3% | -32.2% | +14.5% |
| 5Y | +67.5% | +46.7% | +20.8% | +43.6% |
| All | +67.5% | +49.3% | +18.2% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling