+808.5%
MS vs ECL
+150.6%
+657.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.4% | -2.6% | +4.0% | +3.1% |
| 30D | -0.3% | -2.2% | +1.9% | +1.1% |
| 3M | +0.3% | +10.1% | -9.8% | -6.7% |
| 6M | +31.3% | -5.7% | +37.1% | +35.1% |
| YTD | +24.7% | +7.0% | +17.7% | +17.3% |
| 1Y | +47.9% | +2.7% | +45.3% | +42.3% |
| 3Y | +178.3% | +57.7% | +120.6% | +93.1% |
| 5Y | +144.9% | +31.1% | +113.8% | +90.4% |
| All | +808.5% | +150.6% | +657.9% | +311.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling