+335.9%
EWY vs MA
+18,058.0%
-17,722.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.1% |
| 7D | -2.8% | -1.8% | -1.1% | -1.9% |
| 30D | -13.1% | +11.0% | -24.1% | -17.4% |
| 3M | -11.6% | +17.9% | -29.5% | -18.6% |
| 6M | -23.4% | +33.2% | -56.5% | -34.1% |
| YTD | +52.0% | +16.5% | +35.6% | +38.0% |
| 1Y | +58.6% | +19.1% | +39.5% | +42.2% |
| 3Y | +163.3% | +70.6% | +92.8% | +95.7% |
| 5Y | +108.7% | +92.1% | +16.6% | +44.0% |
| 10Y | +237.8% | +569.6% | -331.8% | +21.3% |
| All | +335.9% | +18,058.0% | -17,722.0% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling