+66.3%
EWJ vs MSI
+77.7%
-11.4%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | -1.9% | +7.7% | -9.5% | -2.8% |
| 30D | -5.3% | +19.9% | -25.3% | -7.8% |
| 3M | -4.3% | +14.9% | -19.3% | -6.2% |
| 6M | +0.4% | +37.2% | -36.8% | -4.9% |
| YTD | +14.7% | +40.8% | -26.1% | +7.5% |
| 1Y | +14.7% | +38.1% | -23.4% | +8.0% |
| All | +66.3% | +77.7% | -11.4% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling