+181.3%
MS vs EFV
+91.7%
+89.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.4% | +1.5% | -0.1% | -0.1% |
| 30D | -0.3% | +1.7% | -2.0% | -1.9% |
| 3M | +0.3% | +8.6% | -8.3% | -7.4% |
| 6M | +31.3% | +11.7% | +19.7% | +18.1% |
| YTD | +24.7% | +19.3% | +5.4% | +4.8% |
| 1Y | +47.9% | +30.2% | +17.7% | +13.8% |
| All | +181.3% | +91.7% | +89.6% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling