+50.3%
EWZ vs MSI
+689.5%
-639.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +0.9% |
| 7D | +1.4% | +8.3% | -6.9% | -1.9% |
| 30D | -25.1% | +18.9% | -44.0% | -30.3% |
| 3M | -7.7% | +13.2% | -20.9% | -12.5% |
| 6M | -15.8% | +38.3% | -54.1% | -26.9% |
| YTD | +3.6% | +38.9% | -35.3% | -11.1% |
| 1Y | +5.5% | +36.7% | -31.2% | -8.9% |
| 3Y | +22.1% | +76.6% | -54.4% | -9.2% |
| 5Y | +58.3% | +124.5% | -66.1% | +1.5% |
| 10Y | +50.3% | +674.5% | -624.2% | -43.2% |
| All | +50.3% | +689.5% | -639.2% | -43.2% |
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