+114.0%
MS vs ED
+86.8%
+27.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.9% | -6.9% | -6.0% |
| 7D | -3.4% | +5.2% | -8.5% | -3.8% |
| 30D | -3.9% | +15.5% | -19.4% | -5.0% |
| 3M | -15.9% | +13.0% | -28.9% | -16.7% |
| 6M | -2.5% | +13.1% | -15.6% | -3.5% |
| YTD | +5.1% | +25.3% | -20.2% | +1.9% |
| 1Y | +13.0% | +30.5% | -17.6% | +8.6% |
| 3Y | +160.7% | +49.3% | +111.3% | +133.9% |
| 5Y | +114.0% | +84.6% | +29.5% | +77.0% |
| All | +114.0% | +86.8% | +27.3% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling