+51.2%
MSFT vs EWZ
+50.2%
+1.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.1% | -1.6% |
| 7D | -1.4% | +5.6% | -7.0% | -2.7% |
| 30D | -1.0% | +9.3% | -10.3% | -3.1% |
| 3M | +20.2% | +15.7% | +4.5% | +16.1% |
| 6M | +21.3% | +7.4% | +13.8% | +18.7% |
| YTD | +2.8% | +22.7% | -19.9% | -2.9% |
| 1Y | 0.0% | +36.4% | -36.4% | -8.4% |
| 3Y | +51.2% | +50.4% | +0.8% | +32.0% |
| All | +51.2% | +50.2% | +1.0% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling