+226.4%
EWY vs MUB
+8.2%
+218.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.6% |
| 7D | +6.7% | -0.7% | +7.4% | +8.3% |
| 30D | +17.0% | -2.0% | +18.9% | +22.2% |
| 3M | +3.7% | -2.5% | +6.2% | +10.0% |
| 6M | +42.5% | -2.3% | +44.8% | +50.6% |
| YTD | +96.2% | -1.3% | +97.5% | +105.3% |
| 1Y | +160.4% | +1.1% | +159.2% | +165.1% |
| All | +226.4% | +8.2% | +218.2% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling