+369.8%
MS vs EWZ
+436.1%
-66.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.7% |
| 7D | +1.4% | +6.5% | -5.1% | -2.5% |
| 30D | -0.3% | +4.8% | -5.1% | -3.3% |
| 3M | +0.3% | +9.9% | -9.6% | -5.5% |
| 6M | +31.3% | +1.9% | +29.4% | +29.0% |
| YTD | +24.7% | +20.3% | +4.4% | +10.2% |
| 1Y | +47.9% | +35.6% | +12.3% | +20.9% |
| 3Y | +178.3% | +43.4% | +134.9% | +114.9% |
| 5Y | +144.9% | +55.9% | +88.9% | +68.8% |
| 10Y | +804.5% | +84.2% | +720.4% | +365.0% |
| All | +369.8% | +436.1% | -66.3% | +50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling