+6,288.2%
MS vs ED
+1,408.8%
+4,879.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.0% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -0.3% | -0.1% | -0.1% | -0.3% |
| 3M | +0.3% | +3.9% | -3.6% | -2.4% |
| 6M | +31.3% | -3.0% | +34.4% | +32.1% |
| YTD | +24.7% | +10.7% | +14.0% | +16.0% |
| 1Y | +47.9% | +13.3% | +34.6% | +35.2% |
| 3Y | +178.3% | +34.5% | +143.8% | +123.2% |
| 5Y | +144.9% | +67.1% | +77.7% | +68.2% |
| 10Y | +804.5% | +103.0% | +701.5% | +406.1% |
| All | +6,288.2% | +1,408.8% | +4,879.4% | +1,100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling