+1,236.8%
EWY vs MS
+574.7%
+662.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.5% |
| 7D | +4.8% | +1.4% | +3.4% | +4.3% |
| 30D | +11.7% | -0.3% | +11.9% | +11.7% |
| 3M | -7.4% | +0.3% | -7.7% | -7.1% |
| 6M | +40.6% | +31.3% | +9.2% | +28.1% |
| YTD | +94.3% | +24.7% | +69.6% | +79.9% |
| 1Y | +164.3% | +47.9% | +116.4% | +129.9% |
| 3Y | +221.0% | +178.3% | +42.6% | +117.3% |
| 5Y | +139.1% | +144.9% | -5.8% | +67.5% |
| 10Y | +298.8% | +804.5% | -505.7% | +67.7% |
| All | +1,236.8% | +574.7% | +662.1% | +280.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling