+161.7%
EWY vs MP
-11.6%
+173.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -1.0% | +0.1% |
| 7D | +8.0% | +3.0% | +5.0% | +7.1% |
| 30D | +14.3% | +8.3% | +6.0% | +11.3% |
| 3M | +2.3% | -3.8% | +6.1% | +2.0% |
| 6M | +49.9% | -4.9% | +54.8% | +49.4% |
| YTD | +95.3% | +9.6% | +85.7% | +93.0% |
| 1Y | +161.7% | -11.7% | +173.4% | +154.9% |
| All | +161.7% | -11.6% | +173.3% | +154.9% |
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