+72.3%
MSFT vs EWZ
+63.8%
+8.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -1.0% | -0.1% | -1.0% | -1.0% |
| 30D | -2.7% | +8.2% | -10.8% | -4.4% |
| 3M | +22.1% | +13.3% | +8.8% | +18.6% |
| 6M | +20.6% | +3.6% | +17.0% | +19.2% |
| YTD | +2.3% | +21.0% | -18.7% | -2.6% |
| 1Y | -0.5% | +34.7% | -35.2% | -7.8% |
| 3Y | +50.5% | +48.3% | +2.2% | +34.7% |
| 5Y | +72.3% | +60.1% | +12.3% | +57.2% |
| All | +72.3% | +63.8% | +8.5% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling