+18.2%
EWJ vs MSFU
-2.2%
+20.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +13.5% | -12.1% | +0.6% |
| 7D | -1.2% | +8.2% | -9.4% | -1.7% |
| 30D | -5.5% | +10.2% | -15.7% | -6.1% |
| 3M | -0.8% | +22.9% | -23.7% | -2.0% |
| 6M | +7.1% | +63.2% | -56.1% | +4.1% |
| YTD | +16.9% | +11.7% | +5.2% | +13.4% |
| 1Y | +18.2% | -3.5% | +21.7% | +17.3% |
| All | +18.2% | -2.2% | +20.4% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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