+810.2%
MS vs EWT
+492.4%
+317.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -1.1% |
| 7D | +1.4% | +4.0% | -2.6% | -1.6% |
| 30D | -0.3% | +10.3% | -10.6% | -7.5% |
| 3M | +0.3% | +6.1% | -5.8% | -5.5% |
| 6M | +31.3% | +56.6% | -25.3% | -10.3% |
| YTD | +24.7% | +76.6% | -51.9% | -23.0% |
| 1Y | +47.9% | +97.9% | -50.0% | -17.2% |
| 3Y | +178.3% | +198.0% | -19.6% | +5.5% |
| 5Y | +144.9% | +151.8% | -6.9% | +7.6% |
| All | +810.2% | +492.4% | +317.9% | +96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling