+134.8%
EWY vs MS
+157.8%
-23.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.4% |
| 7D | -10.4% | -1.6% | -8.8% | -9.3% |
| 30D | -25.4% | -3.8% | -21.6% | -23.6% |
| 3M | -16.5% | -14.6% | -1.9% | -9.1% |
| 6M | -24.7% | -5.1% | -19.6% | -21.3% |
| YTD | +40.9% | +4.5% | +36.4% | +41.2% |
| 1Y | +49.8% | +13.5% | +36.3% | +45.6% |
| 3Y | +134.8% | +160.4% | -25.6% | +64.1% |
| All | +134.8% | +157.8% | -23.0% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling