+181.3%
MS vs EWT
+196.6%
-15.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.7% |
| 7D | +1.4% | +4.0% | -2.6% | -0.6% |
| 30D | -0.3% | +10.3% | -10.6% | -5.2% |
| 3M | +0.3% | +6.1% | -5.8% | -3.6% |
| 6M | +31.3% | +56.6% | -25.3% | +0.4% |
| YTD | +24.7% | +76.6% | -51.9% | -11.4% |
| 1Y | +47.9% | +97.9% | -50.0% | -1.9% |
| All | +181.3% | +196.6% | -15.3% | +33.4% |
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