+17.1%
MS vs ED
+24.8%
-7.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -1.7% | -0.9% | -0.8% | -2.1% |
| 30D | +0.9% | +11.2% | -10.3% | +7.0% |
| 3M | -10.8% | +11.8% | -22.6% | -5.2% |
| 6M | +0.9% | +14.1% | -13.2% | +9.1% |
| YTD | +9.8% | +23.0% | -13.2% | +24.0% |
| 1Y | +17.1% | +23.7% | -6.6% | +32.8% |
| All | +17.1% | +24.8% | -7.8% | +32.8% |
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