+1,236.8%
EWY vs MAS
+620.7%
+616.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.8% | +2.8% | +3.9% |
| 7D | +4.8% | -0.8% | +5.6% | +5.1% |
| 30D | +11.7% | -5.6% | +17.2% | +14.1% |
| 3M | -7.4% | +4.4% | -11.8% | -9.3% |
| 6M | +40.6% | +7.2% | +33.4% | +36.6% |
| YTD | +94.3% | +16.1% | +78.2% | +82.2% |
| 1Y | +164.3% | +0.1% | +164.2% | +161.0% |
| 3Y | +221.0% | +28.3% | +192.7% | +181.2% |
| 5Y | +139.1% | +30.5% | +108.7% | +103.2% |
| 10Y | +298.8% | +139.1% | +159.7% | +157.9% |
| All | +1,236.8% | +620.7% | +616.2% | +348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling