+184.7%
MS vs VWO
+67.4%
+117.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | -0.3% |
| 7D | +1.4% | +1.1% | +0.3% | +0.5% |
| 30D | -0.3% | +2.4% | -2.6% | -2.2% |
| 3M | +0.3% | +2.0% | -1.7% | -1.5% |
| 6M | +31.3% | +10.7% | +20.7% | +20.4% |
| YTD | +24.7% | +14.4% | +10.2% | +11.1% |
| 1Y | +47.9% | +22.7% | +25.2% | +24.3% |
| All | +184.7% | +67.4% | +117.3% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling