+62.4%
EWY vs MA
+24.3%
+38.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.9% | -5.8% | +0.1% |
| 7D | -8.3% | +10.2% | -18.5% | -3.5% |
| 30D | -20.5% | +19.3% | -39.9% | -13.1% |
| 3M | -11.1% | +18.0% | -29.1% | -3.0% |
| 6M | -7.0% | +33.7% | -40.7% | +8.5% |
| YTD | +56.5% | +18.6% | +37.9% | +82.1% |
| 1Y | +62.4% | +22.5% | +39.9% | +90.0% |
| All | +62.4% | +24.3% | +38.2% | +90.0% |
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