+869.6%
MA vs KWEB
+28.2%
+841.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.6% |
| 7D | -2.7% | -1.0% | -1.7% | -2.5% |
| 30D | +1.5% | -8.7% | +10.3% | +3.8% |
| 3M | +20.4% | -4.0% | +24.4% | +21.4% |
| 6M | +11.1% | -13.1% | +24.3% | +14.4% |
| YTD | +2.0% | -23.5% | +25.5% | +8.2% |
| 1Y | -2.2% | -27.2% | +25.0% | +5.0% |
| 3Y | +41.9% | -2.1% | +44.0% | +35.8% |
| 5Y | +75.4% | -40.8% | +116.1% | +84.6% |
| 10Y | +527.5% | -17.5% | +545.0% | +427.8% |
| All | +869.6% | +28.2% | +841.3% | +596.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling