+156.4%
EWT vs MSCI
-10.9%
+167.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.4% |
| 7D | +1.6% | -2.1% | +3.7% | +2.2% |
| 30D | +8.2% | -1.7% | +9.9% | +8.6% |
| 3M | +11.1% | -8.2% | +19.3% | +12.6% |
| 6M | +60.4% | -2.4% | +62.9% | +59.5% |
| YTD | +75.6% | -2.8% | +78.4% | +74.1% |
| 1Y | +91.3% | -2.7% | +94.0% | +88.9% |
| 3Y | +200.3% | +7.3% | +193.0% | +182.2% |
| 5Y | +156.4% | -11.4% | +167.8% | +140.7% |
| All | +156.4% | -10.9% | +167.2% | +140.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling