+57.8%
EWZ vs MSI
+118.7%
-60.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.5% | +4.7% | -6.2% | -2.4% |
| 30D | -24.5% | +14.8% | -39.3% | -26.7% |
| 3M | -10.7% | +8.8% | -19.5% | -12.4% |
| 6M | -19.1% | +19.3% | -38.4% | -22.5% |
| YTD | +1.6% | +35.3% | -33.7% | -5.8% |
| 1Y | +4.3% | +33.8% | -29.5% | -3.1% |
| 3Y | +19.0% | +74.4% | -55.5% | 0.0% |
| All | +57.8% | +118.7% | -60.9% | +18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling