+2.1%
EWZ vs MKSI
+42.6%
-40.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.7% |
| 7D | +0.8% | +12.2% | -11.4% | -0.9% |
| 30D | -24.4% | -8.0% | -16.3% | -23.6% |
| 3M | -4.6% | -29.5% | +24.9% | +0.3% |
| 6M | -11.6% | -31.9% | +20.4% | -9.6% |
| YTD | +2.4% | +35.3% | -32.9% | -12.7% |
| 1Y | +2.1% | +50.3% | -48.2% | -14.5% |
| All | +2.1% | +42.6% | -40.5% | -14.5% |
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