+1.2%
EWZ vs MSFU
-12.2%
+13.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.8% | +5.7% | +1.1% |
| 7D | +0.6% | -12.7% | +13.3% | +1.2% |
| 30D | -25.5% | -9.0% | -16.5% | -25.2% |
| 3M | -4.5% | +2.9% | -7.5% | -4.8% |
| 6M | -15.3% | +43.5% | -58.8% | -17.2% |
| YTD | +3.1% | -2.4% | +5.5% | +1.8% |
| 1Y | +1.2% | -13.5% | +14.7% | +1.6% |
| All | +1.2% | -12.2% | +13.4% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling