+1,193.7%
EWY vs MCO
+5,274.5%
-4,080.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.5% |
| 7D | +1.2% | -7.3% | +8.6% | +4.7% |
| 30D | +9.3% | -1.7% | +11.0% | +9.9% |
| 3M | +2.4% | +3.9% | -1.5% | -0.7% |
| 6M | +40.3% | +3.8% | +36.5% | +35.8% |
| YTD | +88.0% | -7.9% | +95.9% | +90.8% |
| 1Y | +143.8% | -6.8% | +150.7% | +144.7% |
| 3Y | +217.8% | +40.9% | +176.8% | +159.3% |
| 5Y | +142.7% | +27.5% | +115.2% | +103.3% |
| 10Y | +291.7% | +381.4% | -89.7% | +71.5% |
| All | +1,193.7% | +5,274.5% | -4,080.8% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling