+122.0%
MS vs EWT
+119.7%
+2.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | +0.9% |
| 7D | +3.7% | +13.2% | -9.6% | -3.8% |
| 30D | +2.0% | -14.3% | +16.3% | +11.0% |
| 3M | -12.6% | -8.4% | -4.1% | -8.7% |
| 6M | -0.3% | +3.7% | -4.0% | -5.2% |
| YTD | +9.0% | +53.1% | -44.1% | -20.9% |
| 1Y | +13.9% | +55.5% | -41.7% | -18.3% |
| 3Y | +173.6% | +155.6% | +18.0% | +30.7% |
| 5Y | +122.0% | +119.3% | +2.7% | +21.2% |
| All | +122.0% | +119.7% | +2.2% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling