+803.2%
MS vs VWO
+112.8%
+690.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | +1.7% | +0.2% | +1.5% | +1.5% |
| 30D | 0.0% | +0.9% | -0.9% | -0.8% |
| 3M | +3.0% | +4.3% | -1.3% | -1.1% |
| 6M | +35.7% | +10.5% | +25.1% | +22.8% |
| YTD | +23.3% | +13.4% | +9.9% | +8.8% |
| 1Y | +44.7% | +18.6% | +26.1% | +22.3% |
| 3Y | +178.0% | +65.8% | +112.2% | +67.9% |
| 5Y | +143.2% | +35.2% | +108.0% | +79.2% |
| 10Y | +803.2% | +116.6% | +686.6% | +353.4% |
| All | +803.2% | +112.8% | +690.4% | +353.4% |
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