+229.5%
EWY vs MS
+549.7%
-320.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.2% |
| 7D | +4.2% | +5.1% | -0.9% | +1.8% |
| 30D | -10.7% | +5.7% | -16.3% | -12.7% |
| 3M | -20.1% | -12.2% | -7.9% | -14.7% |
| 6M | -24.3% | -0.5% | -23.8% | -23.3% |
| YTD | +46.9% | +9.8% | +37.0% | +42.1% |
| 1Y | +55.2% | +17.7% | +37.5% | +45.4% |
| 3Y | +157.0% | +176.8% | -19.9% | +58.4% |
| 5Y | +98.9% | +123.7% | -24.8% | +32.3% |
| All | +229.5% | +549.7% | -320.2% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling