+229.5%
EWY vs MAS
+215.0%
+14.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +4.2% | +3.0% | +1.2% | +3.0% |
| 30D | -10.7% | +22.4% | -33.1% | -17.9% |
| 3M | -20.1% | +14.5% | -34.5% | -24.6% |
| 6M | -24.3% | +27.1% | -51.4% | -31.8% |
| YTD | +46.9% | +35.8% | +11.1% | +28.2% |
| 1Y | +55.2% | +39.4% | +15.8% | +33.8% |
| 3Y | +157.0% | +60.3% | +96.7% | +102.8% |
| 5Y | +98.9% | +39.4% | +59.4% | +62.6% |
| All | +229.5% | +215.0% | +14.5% | +88.7% |
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