+542.0%
MS vs EFV
+163.3%
+378.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.3% |
| 7D | +5.1% | +2.5% | +2.5% | +1.8% |
| 30D | +5.7% | +2.9% | +2.8% | +2.1% |
| 3M | -12.2% | -1.4% | -10.7% | -10.5% |
| 6M | -0.5% | +5.5% | -6.0% | -6.8% |
| YTD | +9.8% | +16.1% | -6.2% | -9.3% |
| 1Y | +17.7% | +20.3% | -2.5% | -7.1% |
| 3Y | +176.8% | +90.4% | +86.4% | +19.5% |
| 5Y | +123.7% | +93.5% | +30.2% | -5.1% |
| All | +542.0% | +163.3% | +378.6% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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