+219.4%
EWY vs MAS
+230.1%
-10.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.5% | -0.8% | +1.9% |
| 7D | -6.3% | +3.3% | -9.6% | -7.4% |
| 30D | -19.8% | +25.5% | -45.3% | -27.1% |
| 3M | -14.4% | +11.8% | -26.2% | -18.6% |
| 6M | -25.3% | +21.3% | -46.6% | -31.5% |
| YTD | +46.2% | +37.7% | +8.4% | +26.9% |
| 1Y | +58.3% | +41.0% | +17.3% | +35.8% |
| 3Y | +155.0% | +63.0% | +92.0% | +100.0% |
| 5Y | +99.5% | +44.1% | +55.4% | +60.9% |
| 10Y | +219.4% | +224.3% | -4.9% | +82.5% |
| All | +219.4% | +230.1% | -10.7% | +82.5% |
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