+4.3%
EWZ vs MSCI
+14.2%
-9.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | -1.5% | +2.8% | -4.3% | -1.6% |
| 30D | -24.5% | +15.4% | -39.9% | -25.0% |
| 3M | -10.7% | +13.4% | -24.1% | -11.5% |
| 6M | -19.1% | +10.9% | -30.0% | -19.9% |
| YTD | +1.6% | +13.0% | -11.4% | -0.8% |
| 1Y | +4.3% | +12.0% | -7.7% | +2.3% |
| All | +4.3% | +14.2% | -9.9% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 1y: compounded portfolio wealth divided by compounded MSCI 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…
1y analysis · Full analysis span regression · 6 months rolling