+67.8%
IVV vs MS
+110.9%
-43.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.9% | +1.5% | -2.0% |
| 7D | -4.8% | -3.4% | -1.4% | -3.4% |
| 30D | -5.9% | -3.9% | -2.0% | -4.5% |
| 3M | -4.5% | -15.9% | +11.4% | +2.3% |
| 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% | +9.4% |
| 5Y | +67.8% | +114.0% | -46.3% | +9.7% |
| All | +67.8% | +110.9% | -43.2% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling