+568.4%
MA vs EWT
+414.5%
+154.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | +1.8% | -3.7% | +5.5% | +3.1% |
| 30D | +11.8% | -17.2% | +29.0% | +22.0% |
| 3M | +17.2% | -7.3% | +24.5% | +19.7% |
| 6M | +33.4% | -1.5% | +34.9% | +27.8% |
| YTD | +16.1% | +49.0% | -32.9% | -16.1% |
| 1Y | +19.9% | +50.6% | -30.7% | -14.2% |
| 3Y | +70.1% | +148.9% | -78.8% | -21.4% |
| 5Y | +89.6% | +116.1% | -26.4% | -1.7% |
| 10Y | +568.4% | +427.8% | +140.6% | +58.4% |
| All | +568.4% | +414.5% | +154.0% | +58.4% |
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