+905.8%
EWY vs MOS
+92.2%
+813.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.8% | +1.9% | +3.2% |
| 7D | -6.3% | +19.7% | -25.9% | -11.5% |
| 30D | -19.8% | +21.5% | -41.3% | -24.8% |
| 3M | -14.4% | -0.4% | -14.0% | -15.4% |
| 6M | -25.3% | +4.5% | -29.8% | -27.5% |
| YTD | +46.2% | -2.9% | +49.1% | +43.1% |
| 1Y | +58.3% | -7.7% | +66.0% | +56.6% |
| 3Y | +155.0% | -25.6% | +180.6% | +159.9% |
| 5Y | +99.5% | -31.2% | +130.6% | +95.0% |
| 10Y | +219.4% | +2.8% | +216.6% | +139.1% |
| All | +905.8% | +92.2% | +813.6% | +392.3% |
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