+107.5%
EWJ vs MSFU
+70.7%
+36.8%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +1.0% | -2.3% | +3.3% | +1.3% |
| 30D | +1.0% | -6.3% | +7.2% | +1.7% |
| 3M | +7.2% | +40.0% | -32.7% | +1.5% |
| 6M | +13.9% | +30.1% | -16.2% | +8.0% |
| YTD | +20.8% | -10.3% | +31.1% | +20.8% |
| 1Y | +26.4% | -19.0% | +45.4% | +28.3% |
| 3Y | +71.8% | +25.8% | +46.0% | +54.0% |
| All | +107.5% | +70.7% | +36.8% | +73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling