+142.7%
EWY vs MAR
+151.1%
-8.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -3.9% |
| 7D | +1.2% | -2.1% | +3.3% | +2.0% |
| 30D | +9.3% | -5.7% | +14.9% | +11.5% |
| 3M | +2.4% | -14.6% | +17.1% | +8.0% |
| 6M | +40.3% | +1.3% | +38.9% | +38.8% |
| YTD | +88.0% | +6.7% | +81.3% | +81.7% |
| 1Y | +143.8% | +26.4% | +117.4% | +120.1% |
| 3Y | +217.8% | +64.7% | +153.0% | +153.5% |
| 5Y | +142.7% | +153.1% | -10.3% | +61.0% |
| All | +142.7% | +151.1% | -8.3% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 5y: compounded portfolio wealth divided by compounded MAR 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…
5y analysis · Full analysis span regression · 6 months rolling