+237.8%
EWY vs MS
+575.8%
-338.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.4% |
| 7D | -2.8% | -1.7% | -1.1% | -1.7% |
| 30D | -13.1% | +0.9% | -14.0% | -13.2% |
| 3M | -11.6% | -10.8% | -0.8% | -6.3% |
| 6M | -23.4% | +0.9% | -24.3% | -22.9% |
| YTD | +52.0% | +9.8% | +42.2% | +47.1% |
| 1Y | +58.6% | +17.1% | +41.5% | +49.0% |
| 3Y | +163.3% | +175.7% | -12.4% | +62.7% |
| 5Y | +108.7% | +125.9% | -17.2% | +38.3% |
| 10Y | +237.8% | +556.2% | -318.4% | +40.8% |
| All | +237.8% | +575.8% | -338.1% | +40.8% |
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