+92.6%
EWZ vs MKSI
+502.4%
-409.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | -0.1% | +6.6% | -6.7% | -1.8% |
| 30D | +8.2% | -8.2% | +16.4% | +10.3% |
| 3M | +13.3% | -16.4% | +29.7% | +15.9% |
| 6M | +3.6% | +23.0% | -19.4% | -5.7% |
| YTD | +21.0% | +68.2% | -47.2% | +0.3% |
| 1Y | +34.7% | +148.6% | -113.9% | -1.4% |
| 3Y | +48.3% | +196.0% | -147.7% | -5.9% |
| 5Y | +60.1% | +87.4% | -27.3% | +12.0% |
| 10Y | +92.6% | +523.8% | -431.2% | -28.8% |
| All | +92.6% | +502.4% | -409.8% | -28.8% |
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 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