+98.8%
EWY vs MSCI
+7.0%
+91.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.4% |
| 7D | -10.2% | +2.7% | -12.9% | -10.8% |
| 30D | -21.5% | +16.2% | -37.7% | -24.4% |
| 3M | -14.7% | +17.1% | -31.7% | -18.1% |
| 6M | -26.8% | +13.0% | -39.8% | -30.1% |
| YTD | +43.2% | +15.8% | +27.4% | +35.0% |
| 1Y | +48.7% | +15.5% | +33.3% | +40.3% |
| 3Y | +147.9% | +32.3% | +115.6% | +116.5% |
| 5Y | +98.8% | +8.2% | +90.7% | +76.1% |
| All | +98.8% | +7.0% | +91.8% | +76.1% |
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 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