+22.1%
EWZ vs MSI
+76.3%
-54.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.7% |
| 7D | +1.4% | +8.3% | -6.9% | +0.5% |
| 30D | -25.1% | +18.9% | -44.0% | -26.6% |
| 3M | -7.7% | +13.2% | -20.9% | -9.1% |
| 6M | -15.8% | +38.3% | -54.1% | -19.2% |
| YTD | +3.6% | +38.9% | -35.3% | -0.9% |
| 1Y | +5.5% | +36.7% | -31.2% | +1.1% |
| 3Y | +22.1% | +76.6% | -54.4% | +2.5% |
| All | +22.1% | +76.3% | -54.2% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling