+55.0%
EWY vs MSI
+36.2%
+18.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.8% |
| 7D | +10.4% | +2.6% | +7.8% | +11.0% |
| 30D | -12.7% | +18.1% | -30.8% | -9.9% |
| 3M | -17.3% | +13.2% | -30.5% | -15.0% |
| 6M | -18.6% | +36.3% | -54.8% | -16.5% |
| YTD | +49.5% | +39.5% | +10.0% | +50.5% |
| 1Y | +55.0% | +36.9% | +18.1% | +64.1% |
| All | +55.0% | +36.2% | +18.8% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling