+356.3%
EWZ vs MKSI
+749.6%
-393.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.9% | -5.0% | -0.8% |
| 7D | +0.6% | +15.9% | -15.3% | -4.0% |
| 30D | -25.5% | -9.6% | -15.9% | -24.1% |
| 3M | -4.5% | -23.2% | +18.6% | +1.1% |
| 6M | -15.3% | -29.2% | +13.9% | -10.5% |
| YTD | +3.1% | +41.8% | -38.7% | -12.5% |
| 1Y | +1.2% | +48.7% | -47.5% | -15.5% |
| 3Y | +19.3% | +225.3% | -206.0% | -29.0% |
| 5Y | +52.3% | +43.6% | +8.7% | +9.9% |
| 10Y | +67.0% | +370.2% | -303.1% | -23.2% |
| All | +356.3% | +749.6% | -393.3% | +37.9% |
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