+457.0%
EWY vs MA
+15,793.6%
-15,336.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +5.1% |
| 7D | +4.8% | -2.7% | +7.5% | +6.1% |
| 30D | +11.7% | +1.5% | +10.1% | +10.6% |
| 3M | -7.4% | +20.4% | -27.8% | -16.1% |
| 6M | +40.6% | +11.1% | +29.4% | +31.4% |
| YTD | +94.3% | +2.0% | +92.3% | +88.3% |
| 1Y | +164.3% | -2.2% | +166.4% | +160.0% |
| 3Y | +221.0% | +41.9% | +179.1% | +160.9% |
| 5Y | +139.1% | +75.4% | +63.8% | +71.6% |
| 10Y | +298.8% | +527.5% | -228.8% | +48.0% |
| All | +457.0% | +15,793.6% | -15,336.5% | -38.6% |
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