+124.8%
MS vs EQT
+179.3%
-54.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -3.9% | -0.7% |
| 7D | +0.8% | -3.8% | +4.6% | +1.6% |
| 30D | -0.7% | -1.3% | +0.6% | -0.6% |
| 3M | -12.4% | -3.5% | -8.8% | -11.9% |
| 6M | -1.7% | -6.5% | +4.8% | -0.9% |
| YTD | +8.0% | -1.8% | +9.9% | +7.0% |
| 1Y | +16.2% | -10.7% | +26.9% | +17.7% |
| 3Y | +171.3% | +38.5% | +132.8% | +142.1% |
| 5Y | +124.8% | +185.2% | -60.5% | +77.4% |
| All | +124.8% | +179.3% | -54.5% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling