+946.2%
EWY vs MSI
+588.0%
+358.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.7% |
| 7D | -2.8% | +7.7% | -10.5% | -5.5% |
| 30D | -13.1% | +19.9% | -33.0% | -18.8% |
| 3M | -11.6% | +14.9% | -26.6% | -16.4% |
| 6M | -23.4% | +37.2% | -60.6% | -32.4% |
| YTD | +52.0% | +40.8% | +11.3% | +32.0% |
| 1Y | +58.6% | +38.1% | +20.5% | +38.6% |
| 3Y | +163.3% | +77.7% | +85.6% | +106.7% |
| 5Y | +108.7% | +129.0% | -20.4% | +47.5% |
| 10Y | +237.8% | +671.3% | -433.5% | +50.0% |
| All | +946.2% | +588.0% | +358.2% | +228.9% |
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 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