+145.1%
MS vs EWZ
+54.7%
+90.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +1.4% | +6.5% | -5.1% | -1.1% |
| 30D | -0.3% | +4.8% | -5.1% | -2.1% |
| 3M | +0.3% | +9.9% | -9.6% | -3.3% |
| 6M | +31.3% | +1.9% | +29.4% | +30.0% |
| YTD | +24.7% | +20.3% | +4.4% | +16.0% |
| 1Y | +47.9% | +35.6% | +12.3% | +31.3% |
| 3Y | +178.3% | +43.4% | +134.9% | +138.9% |
| All | +145.1% | +54.7% | +90.3% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling