+271.4%
EWY vs MSFU
+76.3%
+195.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.2% | +8.8% | +5.3% |
| 7D | +4.8% | -5.7% | +10.5% | +5.8% |
| 30D | +11.7% | +4.2% | +7.5% | +10.4% |
| 3M | -7.4% | +27.9% | -35.3% | -12.4% |
| 6M | +40.6% | +37.1% | +3.4% | +29.9% |
| YTD | +94.3% | -7.4% | +101.6% | +93.3% |
| 1Y | +164.3% | -19.6% | +183.9% | +171.0% |
| 3Y | +221.0% | +33.2% | +187.8% | +178.4% |
| All | +271.4% | +76.3% | +195.1% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling