+51.9%
EWY vs MOS
-8.6%
+60.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.5% |
| 7D | -6.3% | +19.7% | -25.9% | -8.6% |
| 30D | -19.8% | +21.5% | -41.3% | -22.1% |
| 3M | -14.4% | -0.4% | -14.0% | -13.8% |
| 6M | -25.3% | +4.5% | -29.8% | -25.7% |
| YTD | +46.2% | -2.9% | +49.1% | +46.9% |
| All | +51.9% | -8.6% | +60.5% | +52.8% |
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