+67.6%
EWZ vs MKSI
+84.9%
-17.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.7% |
| 7D | +5.6% | +7.7% | -2.2% | +4.4% |
| 30D | +9.3% | -12.9% | +22.1% | +11.3% |
| 3M | +15.7% | -14.8% | +30.5% | +16.9% |
| 6M | +7.4% | +26.6% | -19.2% | +1.6% |
| YTD | +22.7% | +66.6% | -43.9% | +11.2% |
| 1Y | +36.4% | +144.6% | -108.2% | +16.2% |
| 3Y | +50.4% | +193.1% | -142.8% | +19.3% |
| 5Y | +67.6% | +88.6% | -21.0% | +40.6% |
| All | +67.6% | +84.9% | -17.2% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling