+155.6%
EWJ vs MSI
+929.3%
-773.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +2.5% | -3.7% | +6.2% | +3.4% |
| 30D | +3.3% | +6.8% | -3.5% | +1.6% |
| 3M | +5.0% | +14.3% | -9.3% | +1.6% |
| 6M | +11.5% | -1.3% | +12.9% | +11.2% |
| YTD | +22.4% | +23.1% | -0.7% | +16.0% |
| 1Y | +30.2% | -0.8% | +31.1% | +29.3% |
| 3Y | +72.8% | +70.9% | +1.9% | +50.8% |
| 5Y | +54.1% | +103.3% | -49.2% | +28.2% |
| 10Y | +140.6% | +599.2% | -458.6% | +49.3% |
| All | +155.6% | +929.3% | -773.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded MSI 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling