+154.1%
MAR vs EWT
+152.9%
+1.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.5% | +2.1% | -2.6% | -1.5% |
| 30D | -4.7% | +9.4% | -14.0% | -8.8% |
| 3M | -15.6% | +10.9% | -26.5% | -20.8% |
| 6M | +1.2% | +57.9% | -56.7% | -23.7% |
| YTD | +7.5% | +75.9% | -68.4% | -24.5% |
| 1Y | +26.6% | +89.7% | -63.1% | -15.7% |
| 3Y | +66.0% | +200.9% | -134.9% | -24.7% |
| 5Y | +154.1% | +154.5% | -0.4% | +40.7% |
| All | +154.1% | +152.9% | +1.2% | +40.7% |
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