+134.8%
EWY vs MAS
+58.1%
+76.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +4.7% |
| 7D | -10.4% | +2.0% | -12.3% | -10.9% |
| 30D | -25.4% | +19.4% | -44.8% | -30.2% |
| 3M | -16.5% | +9.4% | -25.9% | -19.4% |
| 6M | -24.7% | +15.3% | -40.0% | -29.0% |
| YTD | +40.9% | +31.3% | +9.6% | +26.3% |
| 1Y | +49.8% | +34.9% | +14.9% | +33.2% |
| 3Y | +134.8% | +58.6% | +76.2% | +91.7% |
| All | +134.8% | +58.1% | +76.7% | +91.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling