+1,688.5%
MS vs EBAY
+12,398.7%
-10,710.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +1.0% |
| 7D | +1.4% | -2.1% | +3.5% | +2.0% |
| 30D | -0.3% | -6.7% | +6.4% | +1.8% |
| 3M | +0.3% | -5.0% | +5.3% | +1.4% |
| 6M | +31.3% | +14.6% | +16.7% | +24.2% |
| YTD | +24.7% | +19.8% | +4.8% | +15.8% |
| 1Y | +47.9% | +12.6% | +35.3% | +39.0% |
| 3Y | +178.3% | +141.0% | +37.4% | +97.5% |
| 5Y | +144.9% | +47.5% | +97.3% | +100.7% |
| 10Y | +804.5% | +263.3% | +541.3% | +427.2% |
| All | +1,688.5% | +12,398.7% | -10,710.2% | +317.7% |
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