+308.8%
EWY vs MS
+792.2%
-483.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +6.7% | +1.7% | +5.0% | +5.8% |
| 30D | +17.0% | 0.0% | +16.9% | +16.9% |
| 3M | +3.7% | +3.0% | +0.7% | +2.6% |
| 6M | +42.5% | +35.7% | +6.8% | +25.1% |
| YTD | +96.2% | +23.3% | +72.9% | +79.1% |
| 1Y | +160.4% | +44.7% | +115.7% | +121.3% |
| 3Y | +231.7% | +178.0% | +53.7% | +104.0% |
| 5Y | +153.3% | +143.2% | +10.1% | +62.2% |
| 10Y | +308.8% | +803.2% | -494.4% | +52.4% |
| All | +308.8% | +792.2% | -483.3% | +52.4% |
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