+144.8%
MS vs VWO
+34.9%
+109.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.4% |
| 7D | +2.5% | +0.9% | +1.6% | +1.7% |
| 30D | 0.0% | +1.3% | -1.3% | -1.1% |
| 3M | +2.4% | +5.1% | -2.7% | -1.9% |
| 6M | +36.4% | +12.5% | +23.9% | +22.9% |
| YTD | +23.8% | +14.0% | +9.8% | +10.3% |
| 1Y | +48.6% | +19.7% | +28.9% | +27.0% |
| 3Y | +179.1% | +66.8% | +112.4% | +77.4% |
| 5Y | +144.8% | +36.2% | +108.6% | +88.6% |
| All | +144.8% | +34.9% | +109.9% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling