+55.0%
EWZ vs MSI
+103.4%
-48.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +6.5% | -3.7% | +10.2% | +7.3% |
| 30D | +4.8% | +6.8% | -2.0% | +3.3% |
| 3M | +9.9% | +14.3% | -4.4% | +6.6% |
| 6M | +1.9% | -1.6% | +3.5% | +2.0% |
| YTD | +20.3% | +22.8% | -2.5% | +14.1% |
| 1Y | +35.6% | -1.1% | +36.7% | +35.6% |
| 3Y | +43.4% | +70.5% | -27.0% | +21.1% |
| All | +55.0% | +103.4% | -48.4% | +20.3% |
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 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