-11.9%
EWZ vs MSCI
+3,169.6%
-3,181.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.3% |
| 7D | -4.2% | +6.0% | -10.2% | -6.6% |
| 30D | -26.1% | +18.2% | -44.3% | -31.5% |
| 3M | -12.0% | +15.1% | -27.2% | -17.7% |
| 6M | -19.3% | +13.7% | -33.0% | -24.8% |
| YTD | +0.9% | +15.6% | -14.7% | -7.6% |
| 1Y | +3.4% | +16.3% | -12.9% | -5.7% |
| 3Y | +18.6% | +36.9% | -18.3% | -3.6% |
| 5Y | +56.6% | +6.3% | +50.3% | +36.0% |
| 10Y | +50.3% | +823.0% | -772.7% | -57.1% |
| All | -11.9% | +3,169.6% | -3,181.5% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling