+735.8%
IVV vs MS
+430.3%
+305.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.9% | +1.5% | -2.7% |
| 7D | -4.8% | -3.4% | -1.4% | -3.8% |
| 30D | -5.9% | -3.9% | -2.0% | -4.9% |
| 3M | -4.5% | -15.9% | +11.4% | +0.3% |
| 6M | +1.8% | -2.5% | +4.3% | +2.2% |
| YTD | +8.4% | +5.1% | +3.3% | +6.0% |
| 1Y | +9.4% | +13.0% | -3.6% | +4.7% |
| 3Y | +75.3% | +160.7% | -85.4% | +30.0% |
| 5Y | +67.8% | +114.0% | -46.3% | +30.6% |
| 10Y | +314.2% | +637.5% | -323.3% | +121.8% |
| All | +735.8% | +430.3% | +305.6% | +231.3% |
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