+38.6%
MA vs KWEB
-1.6%
+40.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.3% |
| 7D | -3.5% | -3.6% | +0.1% | -3.1% |
| 30D | +0.8% | -14.9% | +15.7% | +2.6% |
| 3M | +14.8% | -5.4% | +20.2% | +15.4% |
| 6M | +10.0% | -18.9% | +28.8% | +12.4% |
| YTD | -0.1% | -27.2% | +27.1% | +3.4% |
| 1Y | -2.2% | -34.2% | +32.0% | +2.4% |
| All | +38.6% | -1.6% | +40.2% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling