+164.3%
EWY vs MP
-17.4%
+181.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.4% | +3.2% | +4.2% |
| 7D | +4.8% | -2.9% | +7.7% | +5.7% |
| 30D | +11.7% | +13.8% | -2.2% | +7.0% |
| 3M | -7.4% | -16.7% | +9.3% | -4.4% |
| 6M | +40.6% | -11.5% | +52.1% | +41.6% |
| YTD | +94.3% | +7.9% | +86.3% | +92.9% |
| 1Y | +164.3% | -15.0% | +179.3% | +159.5% |
| All | +164.3% | -17.4% | +181.7% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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