+138.6%
EWJ vs MSI
+1,068.1%
-929.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +4.0% | +3.2% | +0.7% | +3.2% |
| 30D | -4.3% | +17.6% | -21.8% | -7.7% |
| 3M | -6.8% | +14.5% | -21.3% | -9.8% |
| 6M | -0.9% | +34.3% | -35.1% | -7.7% |
| YTD | +14.3% | +39.7% | -25.5% | +5.1% |
| 1Y | +15.3% | +40.2% | -24.9% | +6.0% |
| 3Y | +65.6% | +77.1% | -11.5% | +43.3% |
| 5Y | +47.5% | +124.0% | -76.6% | +20.0% |
| 10Y | +126.2% | +665.5% | -539.3% | +37.5% |
| All | +138.6% | +1,068.1% | -929.5% | +4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling