+510.3%
MS vs VWO
+299.5%
+210.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +0.2% |
| 7D | -1.7% | +1.7% | -3.4% | -3.5% |
| 30D | +0.9% | -4.2% | +5.1% | +6.0% |
| 3M | -10.8% | -4.6% | -6.2% | -5.9% |
| 6M | +0.9% | -5.0% | +5.9% | +6.6% |
| YTD | +9.8% | +6.8% | +3.0% | +1.2% |
| 1Y | +17.1% | +5.8% | +11.3% | +9.1% |
| 3Y | +175.7% | +58.1% | +117.6% | +60.4% |
| 5Y | +125.9% | +27.6% | +98.3% | +65.8% |
| 10Y | +556.2% | +113.9% | +442.2% | +159.5% |
| All | +510.3% | +299.5% | +210.9% | +55.7% |
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