+15.9%
MS vs EWT
+52.9%
-37.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.2% | -4.1% | +0.1% |
| 7D | +0.7% | -5.0% | +5.7% | +2.7% |
| 30D | -0.9% | -16.3% | +15.4% | +6.5% |
| 3M | -13.0% | -7.2% | -5.8% | -10.4% |
| 6M | -2.0% | -0.5% | -1.5% | -3.8% |
| YTD | +7.8% | +50.6% | -42.8% | -17.0% |
| All | +15.9% | +52.9% | -37.0% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling