+592.9%
MS vs VWO
+328.1%
+264.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | -0.6% |
| 7D | +1.4% | +1.1% | +0.3% | +0.2% |
| 30D | -0.3% | +2.4% | -2.6% | -2.9% |
| 3M | +0.3% | +2.0% | -1.7% | -2.1% |
| 6M | +31.3% | +10.7% | +20.7% | +16.4% |
| YTD | +24.7% | +14.4% | +10.2% | +6.3% |
| 1Y | +47.9% | +22.7% | +25.2% | +16.4% |
| 3Y | +178.3% | +64.2% | +114.1% | +55.2% |
| 5Y | +144.9% | +35.8% | +109.1% | +67.4% |
| 10Y | +804.5% | +114.7% | +689.8% | +254.4% |
| All | +592.9% | +328.1% | +264.8% | +63.5% |
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