+872.1%
MSFT vs EWY
+298.5%
+573.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +1.8% |
| 7D | -3.5% | +1.2% | -4.7% | -4.1% |
| 30D | -2.1% | +9.3% | -11.4% | -6.1% |
| 3M | +24.2% | +2.4% | +21.7% | +17.8% |
| 6M | +21.9% | +40.3% | -18.4% | -5.1% |
| YTD | +2.5% | +88.0% | -85.5% | -33.6% |
| 1Y | -0.8% | +143.8% | -144.6% | -45.1% |
| 3Y | +50.8% | +217.8% | -167.0% | -30.9% |
| 5Y | +73.5% | +142.7% | -69.2% | -7.1% |
| All | +872.1% | +298.5% | +573.6% | +284.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling