+9.0%
MSFT vs EWY
+61.5%
-52.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.9% | +8.6% | +6.8% |
| 7D | +4.7% | -8.3% | +13.0% | +5.2% |
| 30D | +5.8% | -20.5% | +26.4% | +7.2% |
| 3M | +13.0% | -11.1% | +24.1% | +13.5% |
| 6M | +34.9% | -7.0% | +41.9% | +31.5% |
| YTD | +15.7% | +56.5% | -40.8% | +3.4% |
| 1Y | +9.0% | +62.4% | -53.5% | -3.9% |
| All | +9.0% | +61.5% | -52.5% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 1y: compounded portfolio wealth divided by compounded EWY 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…
1y analysis · Full analysis span regression · 6 months rolling