+55.2%
EWZ vs MKSI
+42.8%
+12.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.0% | +0.1% |
| 7D | +0.6% | +15.9% | -15.3% | -1.6% |
| 30D | -25.5% | -9.6% | -15.9% | -24.7% |
| 3M | -4.5% | -23.2% | +18.6% | -1.5% |
| 6M | -15.3% | -29.2% | +13.9% | -12.7% |
| YTD | +3.1% | +41.8% | -38.7% | -4.8% |
| 1Y | +1.2% | +48.7% | -47.5% | -7.3% |
| 3Y | +19.3% | +225.3% | -206.0% | -7.1% |
| All | +55.2% | +42.8% | +12.4% | +37.5% |
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 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