+5,285.6%
MS vs ECL
+9,329.3%
-4,043.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -3.6% |
| 7D | -3.4% | +1.7% | -5.0% | -4.6% |
| 30D | -3.9% | +8.9% | -12.8% | -10.2% |
| 3M | -15.9% | +7.4% | -23.3% | -20.8% |
| 6M | -2.5% | +19.3% | -21.8% | -16.4% |
| YTD | +5.1% | +17.4% | -12.3% | -9.5% |
| 1Y | +13.0% | +19.4% | -6.4% | -4.3% |
| 3Y | +160.7% | +80.5% | +80.2% | +53.3% |
| 5Y | +114.0% | +40.2% | +73.8% | +48.2% |
| 10Y | +637.5% | +207.8% | +429.6% | +153.6% |
| All | +5,285.6% | +9,329.3% | -4,043.7% | +296.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling