+346.7%
EWZ vs MSI
+423.5%
-76.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -3.0% |
| 7D | -4.2% | +5.1% | -9.2% | -6.0% |
| 30D | -26.1% | +13.3% | -39.4% | -29.7% |
| 3M | -12.0% | +18.3% | -30.4% | -17.9% |
| 6M | -19.3% | +18.7% | -38.0% | -25.3% |
| YTD | +0.9% | +36.0% | -35.1% | -11.6% |
| 1Y | +3.4% | +32.6% | -29.2% | -8.7% |
| 3Y | +18.6% | +78.3% | -59.7% | -8.4% |
| 5Y | +56.6% | +121.6% | -65.0% | +8.9% |
| 10Y | +50.3% | +689.0% | -638.7% | -36.8% |
| All | +346.7% | +423.5% | -76.7% | +36.4% |
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