+8.1%
EWZ vs MKSI
+40.1%
-32.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +2.3% |
| 7D | -4.1% | -10.7% | +6.6% | -2.7% |
| 30D | -25.0% | -30.5% | +5.5% | -21.1% |
| 3M | -10.6% | -39.2% | +28.5% | -4.3% |
| 6M | -16.6% | -33.0% | +16.4% | -15.3% |
| YTD | +2.5% | +22.3% | -19.8% | -6.8% |
| 1Y | +8.1% | +42.7% | -34.6% | -2.8% |
| All | +8.1% | +40.1% | -32.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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