+8.1%
EWZ vs MSI
+28.6%
-20.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.6% |
| 7D | -4.1% | +2.8% | -6.9% | -4.2% |
| 30D | -25.0% | +9.1% | -34.1% | -25.3% |
| 3M | -10.6% | +12.5% | -23.2% | -11.2% |
| 6M | -16.6% | +14.2% | -30.8% | -17.1% |
| YTD | +2.5% | +30.7% | -28.2% | +2.1% |
| 1Y | +8.1% | +27.5% | -19.5% | +12.3% |
| All | +8.1% | +28.6% | -20.5% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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