+431.7%
EWT vs MSCI
+802.7%
-371.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.5% |
| 7D | -3.7% | +2.7% | -6.3% | -4.4% |
| 30D | -17.2% | +16.2% | -33.4% | -20.9% |
| 3M | -7.3% | +17.1% | -24.4% | -11.8% |
| 6M | -1.5% | +13.0% | -14.5% | -6.1% |
| YTD | +49.0% | +15.8% | +33.3% | +40.1% |
| 1Y | +50.6% | +15.5% | +35.1% | +41.6% |
| 3Y | +148.9% | +32.3% | +116.6% | +118.9% |
| 5Y | +116.1% | +8.2% | +107.9% | +97.2% |
| All | +431.7% | +802.7% | -371.0% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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