+303.5%
EWY vs MKSI
+524.1%
-220.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.2% | +2.5% |
| 7D | -0.1% | +2.7% | -2.8% | -1.0% |
| 30D | +7.3% | -12.8% | +20.1% | +12.7% |
| 3M | -5.1% | -22.5% | +17.4% | +4.0% |
| 6M | +42.1% | +19.4% | +22.7% | +36.1% |
| YTD | +94.1% | +67.7% | +26.4% | +66.4% |
| 1Y | +147.8% | +131.4% | +16.4% | +89.8% |
| 3Y | +222.9% | +197.3% | +25.6% | +111.1% |
| 5Y | +150.6% | +87.0% | +63.7% | +82.9% |
| All | +303.5% | +524.1% | -220.6% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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