+432.5%
EWZ vs MKSI
+878.6%
-446.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -2.0% |
| 7D | +6.5% | +1.8% | +4.7% | +5.9% |
| 30D | +4.8% | -16.8% | +21.6% | +10.0% |
| 3M | +9.9% | -21.1% | +31.0% | +14.5% |
| 6M | +1.9% | +10.8% | -8.9% | -4.8% |
| YTD | +20.3% | +63.3% | -43.0% | -0.4% |
| 1Y | +35.6% | +157.0% | -121.4% | -3.5% |
| 3Y | +43.4% | +163.7% | -120.3% | -7.2% |
| 5Y | +55.9% | +82.0% | -26.0% | +6.2% |
| 10Y | +84.2% | +467.2% | -383.0% | -18.6% |
| All | +432.5% | +878.6% | -446.1% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling