+13.5%
MS vs ED
+26.3%
-12.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -1.7% |
| 7D | -1.6% | +1.6% | -3.2% | -0.8% |
| 30D | -3.8% | +13.3% | -17.1% | +3.1% |
| 3M | -14.6% | +9.7% | -24.3% | -10.3% |
| 6M | -5.1% | +12.8% | -17.9% | +1.9% |
| YTD | +4.5% | +22.3% | -17.8% | +17.5% |
| 1Y | +13.5% | +26.3% | -12.7% | +29.8% |
| All | +13.5% | +26.3% | -12.8% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling