+578.8%
MS vs EWT
+418.9%
+160.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.2% | -4.1% | -2.1% |
| 7D | +0.7% | -5.0% | +5.7% | +3.9% |
| 30D | -0.9% | -16.3% | +15.4% | +12.1% |
| 3M | -13.0% | -7.2% | -5.8% | -9.2% |
| 6M | -2.0% | -0.5% | -1.5% | -5.3% |
| YTD | +7.8% | +50.6% | -42.8% | -26.4% |
| 1Y | +17.9% | +54.8% | -37.0% | -21.5% |
| 3Y | +174.8% | +155.5% | +19.3% | +13.5% |
| 5Y | +119.9% | +116.4% | +3.4% | +5.5% |
| 10Y | +578.8% | +421.4% | +157.4% | +61.6% |
| All | +578.8% | +418.9% | +160.0% | +61.6% |
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