+166.0%
EWY vs MSI
+77.7%
+88.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +6.2% |
| 7D | -2.8% | +7.7% | -10.5% | -2.9% |
| 30D | -13.1% | +19.9% | -33.0% | -13.6% |
| 3M | -11.6% | +14.9% | -26.6% | -12.0% |
| 6M | -23.4% | +37.2% | -60.6% | -25.5% |
| YTD | +52.0% | +40.8% | +11.3% | +46.4% |
| 1Y | +58.6% | +38.1% | +20.5% | +53.2% |
| All | +166.0% | +77.7% | +88.3% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling