+268.1%
EWY vs MP
+459.3%
-191.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.3% |
| 7D | +8.0% | +3.0% | +5.0% | +7.6% |
| 30D | +14.3% | +8.3% | +6.0% | +12.9% |
| 3M | +2.3% | -3.8% | +6.1% | +2.6% |
| 6M | +49.9% | -4.9% | +54.8% | +50.4% |
| YTD | +95.3% | +9.6% | +85.7% | +92.6% |
| 1Y | +161.7% | -11.7% | +173.4% | +160.5% |
| 3Y | +230.2% | +158.5% | +71.7% | +172.8% |
| 5Y | +148.1% | +68.9% | +79.2% | +112.2% |
| All | +268.1% | +459.3% | -191.2% | +192.6% |
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