+36.4%
EWZ vs MSFU
+97.0%
-60.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | -0.9% |
| 7D | -4.2% | +1.0% | -5.2% | -4.3% |
| 30D | -26.1% | +0.6% | -26.7% | -26.3% |
| 3M | -12.0% | +16.4% | -28.4% | -13.5% |
| 6M | -19.3% | +53.0% | -72.3% | -23.1% |
| YTD | +0.9% | +3.5% | -2.6% | -0.7% |
| 1Y | +3.4% | -7.8% | +11.2% | +2.9% |
| 3Y | +18.6% | +35.6% | -17.0% | +11.2% |
| All | +36.4% | +97.0% | -60.6% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling