+303.5%
EWY vs MCO
+393.6%
-90.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.5% |
| 7D | -0.1% | -3.8% | +3.7% | +1.7% |
| 30D | +7.3% | -0.4% | +7.7% | +7.2% |
| 3M | -5.1% | +7.7% | -12.9% | -9.6% |
| 6M | +42.1% | +7.0% | +35.1% | +35.4% |
| YTD | +94.1% | -6.4% | +100.5% | +95.7% |
| 1Y | +147.8% | -7.6% | +155.5% | +150.1% |
| 3Y | +222.9% | +43.2% | +179.7% | +155.5% |
| 5Y | +150.6% | +29.6% | +121.1% | +104.2% |
| All | +303.5% | +393.6% | -90.1% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling