+293.9%
MS vs EWZ
+352.8%
-58.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.0% |
| 7D | -1.6% | -1.5% | -0.1% | -0.6% |
| 30D | -3.8% | -24.5% | +20.7% | +11.2% |
| 3M | -14.6% | -10.7% | -3.9% | -11.8% |
| 6M | -5.1% | -19.1% | +14.0% | +3.9% |
| YTD | +4.5% | +1.6% | +2.9% | -1.1% |
| 1Y | +13.5% | +4.3% | +9.3% | +5.3% |
| 3Y | +160.4% | +19.0% | +141.4% | +117.8% |
| 5Y | +112.9% | +57.7% | +55.2% | +41.3% |
| 10Y | +633.4% | +51.3% | +582.1% | +313.1% |
| All | +293.9% | +352.8% | -58.9% | +34.7% |
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 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