+2,292.7%
MSFT vs EWY
+1,241.1%
+1,051.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.6% | -6.6% | -3.9% |
| 7D | -2.7% | +4.8% | -7.5% | -4.6% |
| 30D | +2.7% | +11.7% | -9.0% | -2.4% |
| 3M | +17.0% | -7.4% | +24.4% | +15.8% |
| 6M | +23.8% | +40.6% | -16.7% | -0.3% |
| YTD | +4.0% | +94.3% | -90.3% | -28.2% |
| 1Y | -0.8% | +164.3% | -165.1% | -40.6% |
| 3Y | +55.6% | +221.0% | -165.4% | -15.9% |
| 5Y | +72.9% | +139.1% | -66.2% | +5.8% |
| 10Y | +875.8% | +298.8% | +577.0% | +371.9% |
| All | +2,292.7% | +1,241.1% | +1,051.6% | +447.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling