+40.6%
EWY vs MS
+31.3%
+9.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.3% |
| 7D | +4.8% | +1.4% | +3.4% | +3.2% |
| 30D | +11.7% | -0.3% | +11.9% | +12.0% |
| 3M | -7.4% | +0.3% | -7.7% | -8.2% |
| 6M | +40.6% | +31.3% | +9.2% | -0.1% |
| All | +40.6% | +31.3% | +9.2% | -0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling