+910.6%
EWY vs MSI
+582.8%
+327.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | +4.2% | +3.2% | +1.0% | +3.1% |
| 30D | -10.7% | +17.6% | -28.3% | -15.9% |
| 3M | -20.1% | +14.5% | -34.6% | -24.3% |
| 6M | -24.3% | +34.3% | -58.6% | -32.7% |
| YTD | +46.9% | +39.7% | +7.1% | +27.9% |
| 1Y | +55.2% | +40.2% | +15.0% | +34.9% |
| 3Y | +157.0% | +77.1% | +79.8% | +101.9% |
| 5Y | +98.9% | +124.0% | -25.2% | +41.7% |
| 10Y | +226.3% | +665.5% | -439.2% | +45.3% |
| All | +910.6% | +582.8% | +327.8% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling