+218.1%
EWY vs MAS
+217.0%
+1.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.5% |
| 7D | -10.2% | +3.6% | -13.8% | -11.4% |
| 30D | -21.5% | +23.8% | -45.3% | -28.2% |
| 3M | -14.7% | +14.4% | -29.1% | -19.6% |
| 6M | -26.8% | +19.7% | -46.6% | -32.6% |
| YTD | +43.2% | +36.0% | +7.2% | +24.9% |
| 1Y | +48.7% | +40.4% | +8.4% | +27.9% |
| 3Y | +147.9% | +58.9% | +89.0% | +96.4% |
| 5Y | +98.8% | +44.5% | +54.3% | +60.0% |
| All | +218.1% | +217.0% | +1.1% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling