+66.5%
EWZ vs MKSI
+345.2%
-278.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.1% |
| 7D | +0.8% | +12.2% | -11.4% | -2.3% |
| 30D | -24.4% | -8.0% | -16.3% | -23.4% |
| 3M | -4.6% | -29.5% | +24.9% | +2.9% |
| 6M | -11.6% | -31.9% | +20.4% | -6.1% |
| YTD | +2.4% | +35.3% | -32.9% | -11.2% |
| 1Y | +2.1% | +50.3% | -48.2% | -14.3% |
| 3Y | +18.7% | +216.4% | -197.7% | -28.4% |
| 5Y | +54.2% | +34.4% | +19.7% | +18.8% |
| All | +66.5% | +345.2% | -278.7% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling