+2,086.7%
MSFT vs EWZ
+356.2%
+1,730.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.3% |
| 7D | -1.3% | +0.8% | -2.0% | -1.5% |
| 30D | -1.8% | -24.4% | +22.5% | +6.1% |
| 3M | +5.6% | -4.6% | +10.2% | +5.6% |
| 6M | +29.8% | -11.6% | +41.4% | +32.7% |
| YTD | +9.0% | +2.4% | +6.6% | +5.7% |
| 1Y | +4.9% | +2.1% | +2.9% | +1.7% |
| 3Y | +46.2% | +18.7% | +27.5% | +33.3% |
| 5Y | +62.1% | +54.2% | +7.9% | +32.2% |
| 10Y | +899.6% | +65.9% | +833.7% | +631.1% |
| All | +2,086.7% | +356.2% | +1,730.5% | +908.5% |
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