+230.2%
EWY vs MA
+40.0%
+190.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.7% |
| 7D | +8.0% | -1.8% | +9.8% | +8.2% |
| 30D | +14.3% | +1.4% | +12.9% | +14.1% |
| 3M | +2.3% | +17.7% | -15.4% | -0.1% |
| 6M | +49.9% | +9.7% | +40.2% | +48.4% |
| YTD | +95.3% | +0.5% | +94.8% | +98.6% |
| 1Y | +161.7% | -2.1% | +163.8% | +168.5% |
| 3Y | +230.2% | +40.1% | +190.1% | +181.4% |
| All | +230.2% | +40.0% | +190.1% | +181.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling