+181.3%
MS vs ECL
+57.4%
+123.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +1.4% | -2.6% | +4.0% | +2.3% |
| 30D | -0.3% | -2.2% | +1.9% | +0.5% |
| 3M | +0.3% | +10.1% | -9.8% | -3.8% |
| 6M | +31.3% | -5.7% | +37.1% | +33.9% |
| YTD | +24.7% | +7.0% | +17.7% | +20.3% |
| 1Y | +47.9% | +2.7% | +45.3% | +44.9% |
| All | +181.3% | +57.4% | +123.9% | +119.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling