+15,689.5%
MA vs EWT
+724.4%
+14,965.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | -3.7% |
| 7D | -0.3% | -5.0% | +4.6% | +1.9% |
| 30D | +11.3% | -16.3% | +27.6% | +22.1% |
| 3M | +16.7% | -7.2% | +23.9% | +19.6% |
| 6M | +32.8% | -0.5% | +33.3% | +26.5% |
| YTD | +15.6% | +50.6% | -34.9% | -16.7% |
| 1Y | +19.6% | +54.8% | -35.3% | -15.6% |
| 3Y | +72.1% | +155.5% | -83.4% | -16.8% |
| 5Y | +96.0% | +116.4% | -20.4% | +5.8% |
| 10Y | +554.8% | +421.4% | +133.3% | +95.9% |
| All | +15,689.5% | +724.4% | +14,965.1% | +3,137.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling