+542.0%
MS vs VWO
+111.9%
+430.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +5.1% | +2.0% | +3.1% | +3.1% |
| 30D | +5.7% | -4.3% | +10.0% | +10.3% |
| 3M | -12.2% | -6.4% | -5.8% | -6.3% |
| 6M | -0.5% | -5.6% | +5.2% | +5.2% |
| YTD | +9.8% | +5.2% | +4.6% | +4.1% |
| 1Y | +17.7% | +5.2% | +12.6% | +11.6% |
| 3Y | +176.8% | +55.5% | +121.3% | +76.1% |
| 5Y | +123.7% | +25.6% | +98.1% | +76.3% |
| All | +542.0% | +111.9% | +430.1% | +241.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling