+91.0%
EWY vs MAS
+39.2%
+51.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.9% | +6.0% | +4.7% |
| 7D | -10.4% | +2.0% | -12.3% | -11.0% |
| 30D | -25.4% | +19.4% | -44.8% | -30.3% |
| 3M | -16.5% | +9.4% | -25.9% | -19.6% |
| 6M | -24.7% | +15.3% | -40.0% | -29.1% |
| YTD | +40.9% | +31.3% | +9.6% | +26.1% |
| 1Y | +49.8% | +34.9% | +14.9% | +32.7% |
| 3Y | +134.8% | +58.6% | +76.2% | +90.8% |
| All | +91.0% | +39.2% | +51.8% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling