+160.4%
EWY vs MA
-2.1%
+162.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.2% |
| 7D | +6.7% | -3.5% | +10.2% | +5.0% |
| 30D | +17.0% | +0.8% | +16.2% | +17.6% |
| 3M | +3.7% | +14.8% | -11.1% | +10.1% |
| 6M | +42.5% | +10.0% | +32.5% | +51.3% |
| YTD | +96.2% | -0.1% | +96.3% | +106.0% |
| 1Y | +160.4% | -2.2% | +162.6% | +176.2% |
| All | +160.4% | -2.1% | +162.5% | +176.2% |
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