+73.5%
EWJ vs MSFU
+29.4%
+44.1%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | +2.9% | -3.2% | +6.0% | +3.2% |
| 30D | +1.1% | -3.1% | +4.2% | +1.3% |
| 3M | +7.1% | +35.3% | -28.2% | +2.8% |
| 6M | +16.2% | +31.6% | -15.4% | +10.9% |
| YTD | +22.0% | -9.5% | +31.5% | +22.2% |
| 1Y | +26.2% | -18.4% | +44.6% | +28.4% |
| 3Y | +73.5% | +26.9% | +46.5% | +55.4% |
| All | +73.5% | +29.4% | +44.1% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling