+235.5%
EWY vs MSI
+663.2%
-427.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | +10.4% | +2.6% | +7.8% | +9.5% |
| 30D | -12.7% | +18.1% | -30.8% | -17.9% |
| 3M | -17.3% | +13.2% | -30.5% | -21.3% |
| 6M | -18.6% | +36.3% | -54.8% | -28.0% |
| YTD | +49.5% | +39.5% | +10.0% | +29.7% |
| 1Y | +55.0% | +36.9% | +18.1% | +35.4% |
| 3Y | +159.0% | +76.1% | +82.9% | +98.3% |
| 5Y | +102.5% | +123.7% | -21.2% | +37.2% |
| All | +235.5% | +663.2% | -427.7% | +42.9% |
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