+1,985.8%
MSFT vs EWZ
+436.1%
+1,549.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -2.7% | +6.5% | -9.2% | -4.7% |
| 30D | +2.7% | +4.8% | -2.1% | +1.0% |
| 3M | +17.0% | +9.9% | +7.1% | +13.3% |
| 6M | +23.8% | +1.9% | +21.9% | +22.4% |
| YTD | +4.0% | +20.3% | -16.3% | -2.8% |
| 1Y | -0.8% | +35.6% | -36.4% | -11.0% |
| 3Y | +55.6% | +43.4% | +12.2% | +35.3% |
| 5Y | +72.9% | +55.9% | +17.0% | +42.1% |
| 10Y | +875.8% | +84.2% | +791.7% | +598.6% |
| All | +1,985.8% | +436.1% | +1,549.7% | +827.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling