+114.0%
MS vs ECL
+41.4%
+72.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -4.6% |
| 7D | -3.4% | +1.7% | -5.0% | -4.0% |
| 30D | -3.9% | +8.9% | -12.8% | -7.5% |
| 3M | -15.9% | +7.4% | -23.3% | -18.7% |
| 6M | -2.5% | +19.3% | -21.8% | -10.7% |
| YTD | +5.1% | +17.4% | -12.3% | -3.5% |
| 1Y | +13.0% | +19.4% | -6.4% | +2.7% |
| 3Y | +160.7% | +80.5% | +80.2% | +89.0% |
| 5Y | +114.0% | +40.2% | +73.8% | +69.1% |
| All | +114.0% | +41.4% | +72.6% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling