+1,193.7%
EWY vs MKSI
+577.1%
+616.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.4% |
| 7D | +1.2% | +4.9% | -3.7% | -0.3% |
| 30D | +9.3% | -11.0% | +20.3% | +13.5% |
| 3M | +2.4% | -17.1% | +19.5% | +9.2% |
| 6M | +40.3% | +16.4% | +23.9% | +35.3% |
| YTD | +88.0% | +64.3% | +23.7% | +62.4% |
| 1Y | +143.8% | +137.7% | +6.1% | +86.0% |
| 3Y | +217.8% | +189.1% | +28.7% | +112.4% |
| 5Y | +142.7% | +83.1% | +59.6% | +78.6% |
| 10Y | +291.7% | +509.4% | -217.7% | +82.4% |
| All | +1,193.7% | +577.1% | +616.6% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling