+878.4%
MSFT vs EWZ
+94.8%
+783.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | +0.8% | +12.8% | -11.9% | -2.9% |
| 3M | +27.2% | +10.8% | +16.5% | +23.1% |
| 6M | +22.9% | +2.5% | +20.4% | +21.4% |
| YTD | +3.1% | +21.4% | -18.2% | -3.7% |
| 1Y | -0.3% | +32.8% | -33.1% | -9.7% |
| 3Y | +50.1% | +45.2% | +4.9% | +30.3% |
| 5Y | +74.6% | +63.0% | +11.7% | +41.9% |
| All | +878.4% | +94.8% | +783.6% | +614.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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