+556.2%
MS vs ED
+141.1%
+415.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -1.7% | -0.9% | -0.8% | -1.5% |
| 30D | +0.9% | +11.2% | -10.3% | -1.8% |
| 3M | -10.8% | +11.8% | -22.6% | -13.4% |
| 6M | +0.9% | +14.1% | -13.2% | -2.9% |
| YTD | +9.8% | +23.0% | -13.2% | +2.9% |
| 1Y | +17.1% | +23.7% | -6.6% | +9.4% |
| 3Y | +175.7% | +47.7% | +128.0% | +137.7% |
| 5Y | +125.9% | +82.6% | +43.2% | +78.5% |
| 10Y | +556.2% | +141.8% | +414.4% | +473.8% |
| All | +556.2% | +141.1% | +415.1% | +473.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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