+15,762.5%
MA vs EVRG
+884.9%
+14,877.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | +1.8% | +3.5% | -1.7% | 0.0% |
| 30D | +11.8% | +9.2% | +2.6% | +6.7% |
| 3M | +17.2% | +8.6% | +8.5% | +11.9% |
| 6M | +33.4% | +10.0% | +23.4% | +26.4% |
| YTD | +16.1% | +25.1% | -8.9% | +2.0% |
| 1Y | +19.9% | +19.5% | +0.4% | +7.8% |
| 3Y | +70.1% | +102.3% | -32.2% | +13.1% |
| 5Y | +89.6% | +66.8% | +22.8% | +37.7% |
| 10Y | +568.4% | +125.0% | +443.4% | +283.9% |
| All | +15,762.5% | +884.9% | +14,877.5% | +3,504.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling