+164.3%
EWY vs MO
+10.1%
+154.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.0% |
| 7D | +4.8% | +0.3% | +4.5% | +5.1% |
| 30D | +11.7% | +0.6% | +11.0% | +12.7% |
| 3M | -7.4% | -1.0% | -6.4% | -7.0% |
| 6M | +40.6% | +4.3% | +36.2% | +42.6% |
| YTD | +94.3% | +23.3% | +71.0% | +105.7% |
| 1Y | +164.3% | +10.5% | +153.8% | +165.7% |
| All | +164.3% | +10.1% | +154.2% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling