+307.9%
EWY vs MSI
+595.8%
-287.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.7% |
| 7D | +6.7% | -4.0% | +10.6% | +8.2% |
| 30D | +17.0% | -0.5% | +17.4% | +16.9% |
| 3M | +3.7% | +11.4% | -7.7% | -1.2% |
| 6M | +42.5% | +1.0% | +41.5% | +40.1% |
| YTD | +96.2% | +20.7% | +75.6% | +79.8% |
| 1Y | +160.4% | -2.7% | +163.1% | +158.8% |
| 3Y | +231.7% | +68.2% | +163.5% | +156.9% |
| 5Y | +153.3% | +100.0% | +53.3% | +78.6% |
| All | +307.9% | +595.8% | -287.9% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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