+831.8%
EWY vs MAS
+731.0%
+100.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -3.4% | -10.0% | -12.1% |
| 7D | -18.6% | +4.6% | -23.2% | -20.0% |
| 30D | -29.4% | +19.9% | -49.2% | -34.4% |
| 3M | -22.2% | +8.9% | -31.1% | -25.1% |
| 6M | -24.1% | +20.2% | -44.3% | -29.9% |
| YTD | +35.4% | +33.9% | +1.5% | +19.7% |
| 1Y | +39.3% | +34.7% | +4.7% | +22.6% |
| 3Y | +137.0% | +60.4% | +76.6% | +90.1% |
| 5Y | +83.9% | +43.5% | +40.5% | +50.3% |
| 10Y | +192.4% | +226.7% | -34.3% | +67.6% |
| All | +831.8% | +731.0% | +100.8% | +194.7% |
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