+503.0%
MA vs KWEB
-19.7%
+522.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -1.7% | -5.6% | +3.8% | -0.4% |
| 30D | +1.7% | -10.7% | +12.4% | +4.4% |
| 3M | +17.2% | -7.4% | +24.6% | +19.1% |
| 6M | +13.3% | -19.3% | +32.6% | +18.6% |
| YTD | +0.2% | -27.8% | +27.9% | +7.4% |
| 1Y | -2.7% | -35.9% | +33.2% | +7.2% |
| 3Y | +39.1% | -1.9% | +41.0% | +33.2% |
| 5Y | +68.8% | -43.2% | +112.0% | +82.2% |
| All | +503.0% | -19.7% | +522.7% | +395.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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