+1,399.5%
MS vs EBAY
+14,640.8%
-13,241.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -1.6% | +0.3% | -1.8% | -1.6% |
| 30D | -3.8% | +13.3% | -17.1% | -7.8% |
| 3M | -14.6% | +11.1% | -25.7% | -17.9% |
| 6M | -5.1% | +13.4% | -18.5% | -9.8% |
| YTD | +4.5% | +41.3% | -36.8% | -8.3% |
| 1Y | +13.5% | +52.8% | -39.2% | -3.0% |
| 3Y | +160.4% | +217.6% | -57.2% | +68.2% |
| 5Y | +112.9% | +76.2% | +36.6% | +64.6% |
| 10Y | +633.4% | +394.8% | +238.6% | +286.2% |
| All | +1,399.5% | +14,640.8% | -13,241.2% | +230.8% |
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