+225.0%
EWY vs MSFU
+25.3%
+199.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.9% |
| 7D | +8.0% | -3.2% | +11.2% | +8.5% |
| 30D | +14.3% | -3.1% | +17.5% | +14.6% |
| 3M | +2.3% | +35.3% | -33.0% | -3.7% |
| 6M | +49.9% | +31.6% | +18.3% | +40.8% |
| YTD | +95.3% | -9.5% | +104.9% | +96.2% |
| 1Y | +161.7% | -18.4% | +180.1% | +168.6% |
| All | +225.0% | +25.3% | +199.7% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 3y: compounded portfolio wealth divided by compounded MSFU 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…
3y analysis · Full analysis span regression · 6 months rolling