-2.2%
MA vs EWT
+90.7%
-92.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -3.5% | +2.1% | -5.6% | -3.4% |
| 30D | +0.8% | +9.4% | -8.6% | +1.4% |
| 3M | +14.8% | +10.9% | +3.9% | +15.2% |
| 6M | +10.0% | +57.9% | -48.0% | +6.7% |
| YTD | -0.1% | +75.9% | -76.0% | -3.1% |
| 1Y | -2.2% | +89.7% | -91.9% | -4.5% |
| All | -2.2% | +90.7% | -92.9% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling