+160.4%
MS vs EWZ
+19.2%
+141.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -1.6% | -1.5% | -0.1% | -1.1% |
| 30D | -3.8% | -24.5% | +20.7% | +3.4% |
| 3M | -14.6% | -10.7% | -3.9% | -14.7% |
| 6M | -5.1% | -19.1% | +14.0% | -1.3% |
| YTD | +4.5% | +1.6% | +2.9% | -1.4% |
| 1Y | +13.5% | +4.3% | +9.3% | +5.5% |
| 3Y | +160.4% | +19.0% | +141.4% | +121.2% |
| All | +160.4% | +19.2% | +141.2% | +121.2% |
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