+196.8%
EWY vs MAS
+214.9%
-18.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.7% |
| 7D | -10.4% | +2.4% | -12.7% | -11.2% |
| 30D | -25.4% | +19.8% | -45.3% | -30.9% |
| 3M | -16.5% | +9.8% | -26.4% | -20.0% |
| 6M | -24.7% | +15.8% | -40.5% | -29.7% |
| YTD | +40.9% | +31.8% | +9.1% | +24.5% |
| 1Y | +49.8% | +35.4% | +14.4% | +30.7% |
| 3Y | +134.8% | +59.2% | +75.6% | +85.8% |
| 5Y | +91.4% | +41.2% | +50.2% | +55.4% |
| All | +196.8% | +214.9% | -18.1% | +75.7% |
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