+1,319.3%
MU vs EWY
+147.0%
+1,172.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.2% |
| 7D | +7.2% | +8.0% | -0.9% | -1.5% |
| 30D | +14.0% | +14.3% | -0.4% | -1.8% |
| 3M | +5.4% | +2.3% | +3.1% | +4.7% |
| 6M | +170.3% | +49.9% | +120.4% | +79.3% |
| YTD | +250.7% | +95.3% | +155.3% | +71.0% |
| 1Y | +662.1% | +161.7% | +500.4% | +175.7% |
| 3Y | +1,341.2% | +230.2% | +1,111.0% | +309.8% |
| 5Y | +1,319.3% | +148.1% | +1,171.2% | +422.4% |
| All | +1,319.3% | +147.0% | +1,172.3% | +422.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 5y: compounded portfolio wealth divided by compounded EWY 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…
5y analysis · Full analysis span regression · 6 months rolling