+305.2%
IVV vs MS
+620.1%
-314.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.9% | +1.5% | -1.9% |
| 7D | -4.8% | -3.4% | -1.4% | -3.4% |
| 30D | -5.9% | -3.9% | -2.0% | -4.4% |
| 3M | -4.5% | -15.9% | +11.4% | +2.5% |
| 6M | +1.8% | -2.5% | +4.3% | +2.1% |
| YTD | +8.4% | +5.1% | +3.3% | +4.5% |
| 1Y | +9.4% | +13.0% | -3.6% | +2.1% |
| 3Y | +75.3% | +160.7% | -85.4% | +10.0% |
| 5Y | +67.8% | +114.0% | -46.3% | +12.7% |
| All | +305.2% | +620.1% | -314.9% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling