+125.9%
EWJ vs MSI
+664.3%
-538.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +4.0% | +3.2% | +0.7% | +3.1% |
| 30D | -4.3% | +17.6% | -21.8% | -8.5% |
| 3M | -6.8% | +14.5% | -21.3% | -10.4% |
| 6M | -0.9% | +34.3% | -35.1% | -9.3% |
| YTD | +14.3% | +39.7% | -25.5% | +2.8% |
| 1Y | +15.3% | +40.2% | -24.9% | +3.6% |
| 3Y | +65.6% | +77.1% | -11.5% | +36.6% |
| 5Y | +47.5% | +124.0% | -76.6% | +11.3% |
| All | +125.9% | +664.3% | -538.4% | +23.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling