+72.3%
MSFT vs EWY
+152.3%
-80.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.6% |
| 7D | -1.0% | +6.7% | -7.7% | -2.7% |
| 30D | -2.7% | +17.0% | -19.6% | -7.0% |
| 3M | +22.1% | +3.7% | +18.4% | +17.3% |
| 6M | +20.6% | +42.5% | -21.9% | 0.0% |
| YTD | +2.3% | +96.2% | -93.9% | -28.3% |
| 1Y | -0.5% | +160.4% | -160.9% | -40.1% |
| 3Y | +50.5% | +231.7% | -181.1% | -23.0% |
| 5Y | +72.3% | +153.3% | -80.9% | +1.0% |
| All | +72.3% | +152.3% | -80.0% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling