+349.8%
EWZ vs MSI
+420.9%
-71.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.5% | +4.7% | -6.2% | -3.2% |
| 30D | -24.5% | +14.8% | -39.3% | -28.5% |
| 3M | -10.7% | +8.8% | -19.5% | -13.8% |
| 6M | -19.1% | +19.3% | -38.4% | -25.2% |
| YTD | +1.6% | +35.3% | -33.7% | -10.9% |
| 1Y | +4.3% | +33.8% | -29.5% | -8.2% |
| 3Y | +19.0% | +74.4% | -55.5% | -7.3% |
| 5Y | +57.7% | +120.5% | -62.8% | +9.8% |
| 10Y | +51.3% | +685.2% | -633.9% | -36.3% |
| All | +349.8% | +420.9% | -71.1% | +37.6% |
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