+223.9%
EWY vs MGY
+209.8%
+14.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.1% |
| 7D | +1.2% | +1.8% | -0.6% | +0.9% |
| 30D | +9.3% | +6.5% | +2.8% | +8.0% |
| 3M | +2.4% | +0.3% | +2.1% | +1.9% |
| 6M | +40.3% | -2.4% | +42.7% | +39.2% |
| YTD | +88.0% | +29.0% | +59.0% | +76.5% |
| 1Y | +143.8% | +17.0% | +126.8% | +132.8% |
| 3Y | +217.8% | +26.2% | +191.6% | +193.9% |
| 5Y | +142.7% | +92.3% | +50.4% | +100.8% |
| All | +223.9% | +209.8% | +14.1% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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