+223.3%
EWY vs MS
+178.0%
+45.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +4.8% | +1.4% | +3.4% | +4.1% |
| 30D | +11.7% | -0.3% | +11.9% | +11.8% |
| 3M | -7.4% | +0.3% | -7.7% | -7.2% |
| 6M | +40.6% | +31.3% | +9.2% | +26.4% |
| YTD | +94.3% | +24.7% | +69.6% | +77.4% |
| 1Y | +164.3% | +47.9% | +116.4% | +127.1% |
| All | +223.3% | +178.0% | +45.2% | +112.0% |
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