+432.5%
EWZ vs MSI
+372.7%
+59.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +6.5% | -3.7% | +10.2% | +8.0% |
| 30D | +4.8% | +6.8% | -2.0% | +1.9% |
| 3M | +9.9% | +14.3% | -4.4% | +3.9% |
| 6M | +1.9% | -1.6% | +3.5% | +1.5% |
| YTD | +20.3% | +22.8% | -2.5% | +9.7% |
| 1Y | +35.6% | -1.1% | +36.7% | +33.9% |
| 3Y | +43.4% | +70.5% | -27.0% | +12.7% |
| 5Y | +55.9% | +102.8% | -46.9% | +12.1% |
| 10Y | +84.2% | +597.4% | -513.3% | -18.8% |
| All | +432.5% | +372.7% | +59.9% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling