+773.9%
MS vs EQT
+52.9%
+721.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.9% | -1.4% |
| 7D | -2.1% | -1.2% | -0.9% | -1.8% |
| 30D | -1.1% | +1.1% | -2.2% | -1.4% |
| 3M | +3.5% | +4.8% | -1.3% | +2.1% |
| 6M | +33.7% | -10.6% | +44.3% | +36.1% |
| YTD | +21.8% | +3.4% | +18.3% | +19.7% |
| 1Y | +41.1% | +8.7% | +32.4% | +36.8% |
| 3Y | +174.5% | +35.0% | +139.6% | +149.7% |
| 5Y | +140.7% | +204.2% | -63.6% | +77.3% |
| All | +773.9% | +52.9% | +721.1% | +526.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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