+62.4%
EWY vs MAS
+40.8%
+21.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.6% | -7.5% | -4.1% |
| 7D | -8.3% | +14.2% | -22.5% | -13.4% |
| 30D | -20.5% | +26.8% | -47.4% | -28.9% |
| 3M | -11.1% | +13.1% | -24.2% | -15.9% |
| 6M | -7.0% | +27.9% | -34.9% | -18.3% |
| YTD | +56.5% | +38.7% | +17.8% | +29.0% |
| 1Y | +62.4% | +40.4% | +22.1% | +33.0% |
| All | +62.4% | +40.8% | +21.6% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling