+776.1%
IVV vs MS
+529.0%
+247.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | +0.1% | -0.3% | +0.3% | +0.1% |
| 3M | +2.0% | +0.3% | +1.7% | +1.7% |
| 6M | +13.0% | +31.3% | -18.3% | +4.0% |
| YTD | +13.6% | +24.7% | -11.1% | +5.8% |
| 1Y | +20.1% | +47.9% | -27.8% | +6.3% |
| 3Y | +77.6% | +178.3% | -100.7% | +29.2% |
| 5Y | +82.5% | +144.9% | -62.4% | +36.6% |
| 10Y | +316.5% | +804.5% | -488.0% | +110.6% |
| All | +776.1% | +529.0% | +247.2% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling