+46.2%
MSFT vs EWY
+158.1%
-111.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | -1.3% | +4.2% | -5.5% | -1.9% |
| 30D | -1.8% | -10.7% | +8.8% | -0.5% |
| 3M | +5.6% | -20.1% | +25.7% | +8.4% |
| 6M | +29.8% | -24.3% | +54.1% | +31.1% |
| YTD | +9.0% | +46.9% | -37.9% | -10.7% |
| 1Y | +4.9% | +55.2% | -50.2% | -15.8% |
| 3Y | +46.2% | +157.0% | -110.7% | -8.5% |
| All | +46.2% | +158.1% | -111.9% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling