+499.1%
MS vs VWO
+295.2%
+203.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +0.4% |
| 7D | +0.7% | +1.6% | -0.9% | -1.0% |
| 30D | -0.9% | -5.3% | +4.3% | +5.4% |
| 3M | -13.0% | -6.2% | -6.8% | -6.5% |
| 6M | -2.0% | -6.2% | +4.2% | +5.1% |
| YTD | +7.8% | +5.6% | +2.2% | +0.6% |
| 1Y | +17.9% | +6.2% | +11.7% | +9.4% |
| 3Y | +174.8% | +57.5% | +117.3% | +60.5% |
| 5Y | +119.9% | +28.0% | +91.8% | +60.7% |
| 10Y | +578.8% | +101.8% | +477.1% | +186.6% |
| All | +499.1% | +295.2% | +203.9% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling