+66.5%
EWZ vs MSI
+664.3%
-597.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +0.8% | +3.2% | -2.5% | -0.5% |
| 30D | -24.4% | +17.6% | -42.0% | -29.3% |
| 3M | -4.6% | +14.5% | -19.1% | -9.9% |
| 6M | -11.6% | +34.3% | -45.8% | -22.2% |
| YTD | +2.4% | +39.7% | -37.3% | -12.4% |
| 1Y | +2.1% | +40.2% | -38.1% | -12.8% |
| 3Y | +18.7% | +77.1% | -58.4% | -11.9% |
| 5Y | +54.2% | +124.0% | -69.9% | -1.1% |
| All | +66.5% | +664.3% | -597.8% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling