+176.8%
MS vs EWT
+164.9%
+11.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.2% | -1.2% |
| 7D | -1.7% | +3.2% | -4.9% | -3.5% |
| 30D | +0.9% | -12.3% | +13.2% | +7.3% |
| 3M | -10.8% | -3.6% | -7.2% | -9.7% |
| 6M | +0.9% | +3.1% | -2.2% | -2.7% |
| YTD | +9.8% | +57.7% | -47.9% | -17.1% |
| 1Y | +17.1% | +60.3% | -43.2% | -12.4% |
| All | +176.8% | +164.9% | +11.9% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling