+37.4%
EWZ vs MSFU
+93.3%
-56.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.5% | +0.9% |
| 7D | -1.5% | +2.5% | -3.9% | -1.8% |
| 30D | -24.5% | -1.3% | -23.2% | -24.6% |
| 3M | -10.7% | +8.6% | -19.3% | -11.6% |
| 6M | -19.1% | +48.4% | -67.5% | -22.8% |
| YTD | +1.6% | +1.6% | +0.1% | +0.1% |
| 1Y | +4.3% | -5.8% | +10.1% | +3.5% |
| 3Y | +19.0% | +30.9% | -12.0% | +11.9% |
| All | +37.4% | +93.3% | -56.0% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 10y: compounded portfolio wealth divided by compounded MSFU 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…
10y analysis · Full analysis span regression · 6 months rolling