-11.6%
EWZ vs MKSI
-32.3%
+20.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.6% |
| 7D | +0.8% | +12.2% | -11.4% | 0.0% |
| 30D | -24.4% | -8.0% | -16.3% | -23.8% |
| 3M | -4.6% | -29.5% | +24.9% | -1.8% |
| 6M | -11.6% | -31.9% | +20.4% | -12.6% |
| All | -11.6% | -32.3% | +20.7% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling