+142.6%
EWY vs MS
+145.3%
-2.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +25.4% |
| YTD | +94.3% | +24.7% | +69.6% | +76.4% |
| 1Y | +164.3% | +47.9% | +116.4% | +123.3% |
| 3Y | +221.0% | +178.3% | +42.6% | +99.4% |
| All | +142.6% | +145.3% | -2.7% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling