+96.3%
EWJ vs MSFU
+88.0%
+8.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +4.0% | -2.8% | +6.7% | +4.3% |
| 30D | -4.3% | -5.3% | +1.1% | -3.7% |
| 3M | -6.8% | +7.2% | -14.1% | -8.0% |
| 6M | -0.9% | +51.0% | -51.9% | -7.6% |
| YTD | +14.3% | -1.2% | +15.5% | +12.5% |
| 1Y | +15.3% | -10.3% | +25.6% | +15.4% |
| 3Y | +65.6% | +22.2% | +43.4% | +50.3% |
| All | +96.3% | +88.0% | +8.3% | +61.8% |
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