+134.8%
EWY vs MOS
-26.6%
+161.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +3.9% | +4.0% |
| 7D | -10.4% | +21.6% | -32.0% | -13.9% |
| 30D | -25.4% | +12.0% | -37.4% | -27.2% |
| 3M | -16.5% | -3.9% | -12.6% | -16.1% |
| 6M | -24.7% | -3.3% | -21.4% | -24.8% |
| YTD | +40.9% | -4.6% | +45.6% | +39.5% |
| 1Y | +49.8% | -7.0% | +56.8% | +48.7% |
| 3Y | +134.8% | -24.4% | +159.2% | +130.4% |
| All | +134.8% | -26.6% | +161.4% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling