+36.5%
EWZ vs MSFU
+87.3%
-50.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.1% |
| 7D | +0.1% | -4.9% | +5.0% | +0.5% |
| 30D | -25.9% | -9.1% | -16.8% | -25.4% |
| 3M | -6.1% | +8.7% | -14.8% | -7.1% |
| 6M | -16.1% | +48.3% | -64.4% | -19.9% |
| YTD | +1.0% | -1.6% | +2.6% | -0.3% |
| 1Y | 0.0% | -13.6% | +13.5% | +0.1% |
| 3Y | +16.8% | +20.2% | -3.4% | +10.5% |
| All | +36.5% | +87.3% | -50.8% | +37.0% |
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