+98.5%
EWY vs MOS
-33.6%
+132.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | +4.2% | -2.0% | +6.2% | +4.5% |
| 30D | -10.7% | +15.3% | -26.0% | -13.3% |
| 3M | -20.1% | +1.5% | -21.6% | -20.7% |
| 6M | -24.3% | -2.0% | -22.3% | -24.7% |
| YTD | +46.9% | -6.5% | +53.4% | +46.1% |
| 1Y | +55.2% | -11.1% | +66.2% | +55.4% |
| 3Y | +157.0% | -30.3% | +187.2% | +161.8% |
| All | +98.5% | -33.6% | +132.1% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling