+553.7%
MS vs ED
+136.7%
+417.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.1% |
| 7D | +0.8% | +2.1% | -1.3% | +0.3% |
| 30D | -0.7% | +12.4% | -13.1% | -3.6% |
| 3M | -12.4% | +13.1% | -25.5% | -15.1% |
| 6M | -1.7% | +14.1% | -15.8% | -5.4% |
| YTD | +8.0% | +23.1% | -15.0% | +1.3% |
| 1Y | +16.2% | +25.4% | -9.2% | +8.2% |
| 3Y | +171.3% | +47.9% | +123.4% | +133.9% |
| 5Y | +124.8% | +81.9% | +42.9% | +77.9% |
| 10Y | +553.7% | +141.3% | +412.4% | +470.6% |
| All | +553.7% | +136.7% | +417.0% | +470.6% |
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