+2.0%
MU vs EWY
-22.6%
+24.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +6.2% | +5.7% | +4.6% |
| 7D | +2.0% | -2.8% | +4.9% | +6.4% |
| 30D | -18.0% | -13.1% | -4.8% | -2.6% |
| 3M | -6.6% | -11.6% | +5.0% | +7.0% |
| 6M | +2.0% | -23.4% | +25.4% | +41.0% |
| All | +2.0% | -22.6% | +24.6% | +41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling