+34.7%
EWZ vs MKSI
+146.1%
-111.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | -0.1% | +6.6% | -6.7% | -1.0% |
| 30D | +8.2% | -8.2% | +16.4% | +9.4% |
| 3M | +13.3% | -16.4% | +29.7% | +13.8% |
| 6M | +3.6% | +23.0% | -19.4% | -4.8% |
| YTD | +21.0% | +68.2% | -47.2% | +6.7% |
| 1Y | +34.7% | +148.6% | -113.9% | +13.7% |
| All | +34.7% | +146.1% | -111.5% | +13.7% |
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