+4.3%
EWZ vs MSI
+32.4%
-28.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | -1.5% | +4.7% | -6.2% | -1.6% |
| 30D | -24.5% | +14.8% | -39.3% | -25.0% |
| 3M | -10.7% | +8.8% | -19.5% | -11.1% |
| 6M | -19.1% | +19.3% | -38.4% | -19.8% |
| YTD | +1.6% | +35.3% | -33.7% | +1.3% |
| 1Y | +4.3% | +33.8% | -29.5% | +4.7% |
| All | +4.3% | +32.4% | -28.1% | +4.7% |
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