+164.3%
EWY vs MOS
-17.5%
+181.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.3% |
| 7D | +4.8% | +9.5% | -4.7% | +3.1% |
| 30D | +11.7% | +10.4% | +1.2% | +9.5% |
| 3M | -7.4% | +12.9% | -20.3% | -10.1% |
| 6M | +40.6% | +1.2% | +39.3% | +36.6% |
| YTD | +94.3% | +9.3% | +85.0% | +87.4% |
| 1Y | +164.3% | -18.0% | +182.3% | +172.9% |
| All | +164.3% | -17.5% | +181.8% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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