+319.1%
EWY vs MA
+17,922.8%
-17,603.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | -6.3% | -0.3% | -5.9% | -6.1% |
| 30D | -19.8% | +11.3% | -31.1% | -23.9% |
| 3M | -14.4% | +16.7% | -31.1% | -20.8% |
| 6M | -25.3% | +32.8% | -58.1% | -35.7% |
| YTD | +46.2% | +15.6% | +30.5% | +33.2% |
| 1Y | +58.3% | +19.6% | +38.7% | +41.6% |
| 3Y | +155.0% | +72.1% | +82.9% | +88.6% |
| 5Y | +99.5% | +96.0% | +3.4% | +36.1% |
| 10Y | +219.4% | +554.8% | -335.3% | +15.9% |
| All | +319.1% | +17,922.8% | -17,603.7% | -56.6% |
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