+77.3%
VWO vs MSCI
+3,191.3%
-3,113.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.6% |
| 7D | +2.0% | +3.0% | -1.0% | +0.8% |
| 30D | -4.3% | +17.8% | -22.1% | -10.3% |
| 3M | -6.4% | +15.2% | -21.6% | -11.7% |
| 6M | -5.6% | +16.5% | -22.1% | -12.3% |
| YTD | +5.2% | +16.4% | -11.2% | -3.0% |
| 1Y | +5.2% | +16.8% | -11.6% | -3.2% |
| 3Y | +55.5% | +35.8% | +19.8% | +30.0% |
| 5Y | +25.6% | +7.0% | +18.6% | +11.4% |
| 10Y | +110.8% | +818.6% | -707.8% | -33.3% |
| All | +77.3% | +3,191.3% | -3,113.9% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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