+555.1%
EWT vs MSCI
+3,122.5%
-2,567.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.8% | +6.3% | +6.9% |
| 7D | -5.0% | +1.5% | -6.4% | -5.4% |
| 30D | -16.3% | +14.4% | -30.7% | -20.1% |
| 3M | -7.2% | +15.2% | -22.4% | -11.8% |
| 6M | -0.5% | +11.2% | -11.7% | -5.2% |
| YTD | +50.6% | +13.9% | +36.6% | +41.3% |
| 1Y | +54.8% | +12.5% | +42.3% | +45.9% |
| 3Y | +155.5% | +32.3% | +123.2% | +122.4% |
| 5Y | +116.4% | +4.9% | +111.5% | +98.4% |
| 10Y | +421.4% | +779.7% | -358.3% | +112.2% |
| All | +555.1% | +3,122.5% | -2,567.4% | +49.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling