+164.3%
EWY vs MA
-1.7%
+166.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.1% |
| 7D | +4.8% | -2.7% | +7.5% | +3.5% |
| 30D | +11.7% | +1.5% | +10.1% | +12.7% |
| 3M | -7.4% | +20.4% | -27.8% | 0.0% |
| 6M | +40.6% | +11.1% | +29.4% | +50.3% |
| YTD | +94.3% | +2.0% | +92.3% | +105.8% |
| 1Y | +164.3% | -2.2% | +166.4% | +183.2% |
| All | +164.3% | -1.7% | +166.0% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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