+869.8%
EWY vs MS
+465.7%
+404.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.3% |
| 7D | -10.4% | -1.6% | -8.8% | -9.7% |
| 30D | -25.4% | -3.8% | -21.6% | -24.2% |
| 3M | -16.5% | -14.6% | -1.9% | -11.3% |
| 6M | -24.7% | -5.1% | -19.6% | -22.6% |
| YTD | +40.9% | +4.5% | +36.4% | +39.8% |
| 1Y | +49.8% | +13.5% | +36.3% | +44.1% |
| 3Y | +134.8% | +160.4% | -25.6% | +63.9% |
| 5Y | +91.4% | +112.9% | -21.4% | +41.9% |
| 10Y | +204.3% | +633.4% | -429.1% | +38.7% |
| All | +869.8% | +465.7% | +404.0% | +195.9% |
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