+148.7%
EWY vs MO
+99.8%
+48.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.3% | +3.0% | +3.3% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +7.3% | +7.1% | +0.2% | +7.8% |
| 3M | -5.1% | -2.0% | -3.2% | -5.5% |
| 6M | +42.1% | +7.3% | +34.8% | +39.4% |
| YTD | +94.1% | +23.5% | +70.7% | +86.7% |
| 1Y | +147.8% | +11.0% | +136.8% | +142.0% |
| 3Y | +222.9% | +95.0% | +127.9% | +172.5% |
| All | +148.7% | +99.8% | +48.9% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling