+516.9%
MA vs EWT
+509.4%
+7.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.1% |
| 7D | -1.8% | +1.6% | -3.4% | -2.6% |
| 30D | +1.4% | +8.2% | -6.8% | -3.0% |
| 3M | +17.7% | +11.1% | +6.7% | +9.0% |
| 6M | +9.7% | +60.4% | -50.8% | -21.0% |
| YTD | +0.5% | +75.6% | -75.1% | -32.2% |
| 1Y | -2.1% | +91.3% | -93.4% | -38.2% |
| 3Y | +40.1% | +200.3% | -160.2% | -40.5% |
| 5Y | +67.5% | +156.4% | -88.9% | -19.3% |
| All | +516.9% | +509.4% | +7.5% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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