+607.1%
MS vs ECL
+199.1%
+408.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | +0.6% |
| 7D | -1.6% | -0.8% | -0.8% | -1.0% |
| 30D | -3.8% | +8.1% | -11.9% | -8.6% |
| 3M | -14.6% | +6.4% | -21.0% | -18.2% |
| 6M | -5.1% | +14.8% | -19.8% | -14.2% |
| YTD | +4.5% | +15.5% | -10.9% | -6.6% |
| 1Y | +13.5% | +20.1% | -6.6% | -1.5% |
| 3Y | +160.4% | +77.8% | +82.7% | +66.6% |
| 5Y | +112.9% | +37.9% | +75.0% | +61.2% |
| All | +607.1% | +199.1% | +408.0% | +194.3% |
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