+293.2%
EWY vs MOS
+11.1%
+282.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.1% | 0.0% |
| 7D | +8.0% | +7.1% | +1.0% | +6.4% |
| 30D | +14.3% | +15.0% | -0.7% | +10.8% |
| 3M | +2.3% | +24.1% | -21.8% | -2.8% |
| 6M | +49.9% | +2.7% | +47.1% | +47.2% |
| YTD | +95.3% | +12.2% | +83.2% | +87.9% |
| 1Y | +161.7% | -16.3% | +178.0% | +166.8% |
| 3Y | +230.2% | -23.3% | +253.5% | +234.7% |
| 5Y | +148.1% | -4.2% | +152.3% | +125.9% |
| 10Y | +293.2% | +12.6% | +280.6% | +210.4% |
| All | +293.2% | +11.1% | +282.1% | +210.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling