+92.3%
MA vs EWT
+103.1%
-10.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.6% |
| 7D | +2.3% | -11.7% | +14.0% | +5.6% |
| 30D | +14.7% | -23.2% | +37.9% | +23.0% |
| 3M | +13.5% | -12.5% | +26.0% | +16.7% |
| 6M | +33.1% | -5.9% | +39.0% | +30.9% |
| YTD | +15.1% | +40.5% | -25.4% | -5.9% |
| 1Y | +18.7% | +43.7% | -25.0% | -4.1% |
| 3Y | +72.1% | +136.6% | -64.6% | -3.0% |
| All | +92.3% | +103.1% | -10.8% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling