+97.0%
EWJ vs MSFU
+85.8%
+11.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.8% | +6.7% | +2.6% |
| 7D | -1.9% | -12.7% | +10.8% | -0.1% |
| 30D | -5.3% | -9.0% | +3.7% | -4.3% |
| 3M | -4.3% | +2.9% | -7.3% | -5.0% |
| 6M | +0.4% | +43.5% | -43.2% | -5.7% |
| YTD | +14.7% | -2.4% | +17.1% | +13.2% |
| 1Y | +14.7% | -13.5% | +28.2% | +15.6% |
| 3Y | +66.2% | +19.2% | +47.0% | +51.4% |
| All | +97.0% | +85.8% | +11.3% | +62.7% |
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