+169.8%
EWY vs MP
+268.3%
-98.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.1% |
| 7D | -10.2% | -3.6% | -6.6% | -9.7% |
| 30D | -21.5% | -21.0% | -0.5% | -18.7% |
| 3M | -14.7% | -33.3% | +18.6% | -9.7% |
| 6M | -26.8% | -45.9% | +19.1% | -20.6% |
| YTD | +43.2% | -27.8% | +71.0% | +49.7% |
| 1Y | +48.7% | -43.2% | +91.9% | +59.0% |
| 3Y | +147.9% | +144.0% | +3.9% | +108.3% |
| 5Y | +98.8% | -6.1% | +104.9% | +82.7% |
| All | +169.8% | +268.3% | -98.5% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling