+125.6%
EWY vs MAS
+61.2%
+64.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -3.4% | -10.0% | -12.3% |
| 7D | -18.6% | +4.6% | -23.2% | -19.8% |
| 30D | -29.4% | +19.9% | -49.2% | -33.9% |
| 3M | -22.2% | +8.9% | -31.1% | -24.6% |
| 6M | -24.1% | +20.2% | -44.3% | -29.4% |
| YTD | +35.4% | +33.9% | +1.5% | +20.6% |
| 1Y | +39.3% | +34.7% | +4.7% | +23.8% |
| All | +125.6% | +61.2% | +64.4% | +83.1% |
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