+222.9%
EWY vs MCO
+42.6%
+180.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.8% |
| 7D | -0.1% | -3.8% | +3.7% | +0.9% |
| 30D | +7.3% | -0.4% | +7.7% | +7.2% |
| 3M | -5.1% | +7.7% | -12.9% | -8.3% |
| 6M | +42.1% | +7.0% | +35.1% | +37.3% |
| YTD | +94.1% | -6.4% | +100.5% | +95.6% |
| 1Y | +147.8% | -7.6% | +155.5% | +150.7% |
| 3Y | +222.9% | +43.2% | +179.7% | +154.3% |
| All | +222.9% | +42.6% | +180.3% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling