+553.7%
MS vs EWZ
+55.9%
+497.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.8% |
| 7D | +0.8% | +1.3% | -0.5% | +0.3% |
| 30D | -0.7% | -26.2% | +25.5% | +11.4% |
| 3M | -12.4% | -8.6% | -3.7% | -11.3% |
| 6M | -1.7% | -17.0% | +15.3% | +3.8% |
| YTD | +8.0% | +2.2% | +5.9% | +3.5% |
| 1Y | +16.2% | +2.7% | +13.5% | +10.7% |
| 3Y | +171.3% | +18.2% | +153.1% | +139.1% |
| 5Y | +124.8% | +56.0% | +68.8% | +67.9% |
| 10Y | +553.7% | +60.8% | +492.8% | +384.8% |
| All | +553.7% | +55.9% | +497.8% | +384.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling