+216.5%
EWY vs MSCI
+789.3%
-572.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.6% |
| 7D | -10.2% | +2.7% | -12.9% | -11.0% |
| 30D | -21.5% | +16.2% | -37.7% | -25.4% |
| 3M | -14.7% | +17.1% | -31.7% | -19.3% |
| 6M | -26.8% | +13.0% | -39.8% | -31.1% |
| YTD | +43.2% | +15.8% | +27.4% | +32.9% |
| 1Y | +48.7% | +15.5% | +33.3% | +38.1% |
| 3Y | +147.9% | +32.3% | +115.6% | +112.0% |
| 5Y | +98.8% | +8.2% | +90.7% | +78.3% |
| 10Y | +216.5% | +800.7% | -584.2% | +32.9% |
| All | +216.5% | +789.3% | -572.8% | +32.9% |
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