+48.6%
MS vs EWZ
+36.2%
+12.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.5% |
| 7D | +2.5% | +5.6% | -3.1% | +0.1% |
| 30D | 0.0% | +9.3% | -9.3% | -3.8% |
| 3M | +2.4% | +15.7% | -13.2% | -3.6% |
| 6M | +36.4% | +7.4% | +29.0% | +32.2% |
| YTD | +23.8% | +22.7% | +1.1% | +15.5% |
| 1Y | +48.6% | +36.4% | +12.2% | +27.9% |
| All | +48.6% | +36.2% | +12.4% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling