+586.2%
EWT vs MSCI
+3,197.7%
-2,611.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.6% |
| 7D | +3.2% | -1.9% | +5.1% | +3.9% |
| 30D | -12.3% | +16.5% | -28.8% | -16.8% |
| 3M | -3.6% | +18.2% | -21.8% | -9.1% |
| 6M | +3.1% | +14.0% | -10.8% | -2.6% |
| YTD | +57.7% | +16.6% | +41.1% | +46.9% |
| 1Y | +60.3% | +14.8% | +45.4% | +50.0% |
| 3Y | +163.4% | +33.3% | +130.1% | +128.8% |
| 5Y | +127.4% | +9.1% | +118.4% | +105.7% |
| 10Y | +462.7% | +820.4% | -357.7% | +125.5% |
| All | +586.2% | +3,197.7% | -2,611.5% | +55.1% |
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