+1,236.8%
EWY vs MOS
+116.3%
+1,120.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.2% |
| 7D | +4.8% | +9.5% | -4.7% | +2.1% |
| 30D | +11.7% | +10.4% | +1.2% | +8.4% |
| 3M | -7.4% | +12.9% | -20.3% | -11.0% |
| 6M | +40.6% | +1.2% | +39.3% | +37.9% |
| YTD | +94.3% | +9.3% | +85.0% | +86.0% |
| 1Y | +164.3% | -18.0% | +182.3% | +172.2% |
| 3Y | +221.0% | -29.0% | +250.0% | +233.9% |
| 5Y | +139.1% | -9.6% | +148.7% | +117.0% |
| 10Y | +298.8% | +6.1% | +292.7% | +199.1% |
| All | +1,236.8% | +116.3% | +1,120.5% | +539.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling