+106.3%
EWJ vs MSFU
+71.2%
+35.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -1.5% | -6.9% | +5.5% | -0.6% |
| 30D | +0.2% | -5.1% | +5.3% | +0.7% |
| 3M | +8.6% | +44.6% | -36.0% | +2.3% |
| 6M | +12.1% | +32.8% | -20.7% | +6.1% |
| YTD | +20.1% | -10.1% | +30.2% | +20.0% |
| 1Y | +25.2% | -19.4% | +44.6% | +27.3% |
| 3Y | +70.8% | +26.2% | +44.6% | +53.1% |
| All | +106.3% | +71.2% | +35.1% | +72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling