+153.3%
EWY vs MSCI
-11.2%
+164.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +6.7% | -1.1% | +7.8% | +6.9% |
| 30D | +17.0% | -1.2% | +18.1% | +17.1% |
| 3M | +3.7% | -8.4% | +12.1% | +4.8% |
| 6M | +42.5% | -1.0% | +43.5% | +40.3% |
| YTD | +96.2% | -2.3% | +98.5% | +93.2% |
| 1Y | +160.4% | -1.2% | +161.5% | +154.0% |
| 3Y | +231.7% | +7.9% | +223.8% | +206.5% |
| 5Y | +153.3% | -10.1% | +163.3% | +131.6% |
| All | +153.3% | -11.2% | +164.4% | +131.6% |
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