+1,446.3%
MS vs EBAY
+14,521.1%
-13,074.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | -0.9% | +7.8% | -8.8% | -3.5% |
| 3M | -13.0% | +8.4% | -21.3% | -15.7% |
| 6M | -2.0% | +13.0% | -15.0% | -6.8% |
| YTD | +7.8% | +40.2% | -32.4% | -5.2% |
| 1Y | +17.9% | +46.2% | -28.3% | +2.2% |
| 3Y | +174.8% | +218.4% | -43.6% | +77.3% |
| 5Y | +119.9% | +78.6% | +41.3% | +69.3% |
| 10Y | +578.8% | +384.9% | +194.0% | +259.7% |
| All | +1,446.3% | +14,521.1% | -13,074.8% | +242.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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