+575.7%
MS vs EFV
+249.8%
+325.9%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | -0.8% |
| 7D | +0.7% | +1.7% | -1.0% | -1.7% |
| 30D | -0.9% | +3.4% | -4.4% | -5.6% |
| 3M | -13.0% | -1.7% | -11.3% | -10.8% |
| 6M | -2.0% | +6.4% | -8.4% | -10.4% |
| YTD | +7.8% | +16.3% | -8.5% | -14.2% |
| 1Y | +17.9% | +22.9% | -5.1% | -13.6% |
| 3Y | +174.8% | +92.8% | +82.0% | +2.1% |
| 5Y | +119.9% | +93.5% | +26.4% | -19.3% |
| 10Y | +578.8% | +162.1% | +416.7% | +61.2% |
| All | +575.7% | +249.8% | +325.9% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling