+184.7%
MS vs EWZ
+47.9%
+136.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +1.4% | +6.5% | -5.1% | -1.5% |
| 30D | -0.3% | +4.8% | -5.1% | -2.4% |
| 3M | +0.3% | +9.9% | -9.6% | -3.9% |
| 6M | +31.3% | +1.9% | +29.4% | +29.8% |
| YTD | +24.7% | +20.3% | +4.4% | +14.4% |
| 1Y | +47.9% | +35.6% | +12.3% | +27.9% |
| All | +184.7% | +47.9% | +136.8% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling