+44.7%
EWZ vs MSFU
+32.9%
+11.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.3% |
| 7D | +6.5% | -5.7% | +12.2% | +7.1% |
| 30D | +4.8% | +4.2% | +0.7% | +4.3% |
| 3M | +9.9% | +27.9% | -18.0% | +6.5% |
| 6M | +1.9% | +37.1% | -35.2% | -2.7% |
| YTD | +20.3% | -7.4% | +27.7% | +20.2% |
| 1Y | +35.6% | -19.6% | +55.2% | +38.0% |
| All | +44.7% | +32.9% | +11.8% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling