+143.2%
MS vs EQT
+194.7%
-51.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +1.7% | -2.0% | +3.7% | +2.1% |
| 30D | 0.0% | +1.0% | -1.0% | -0.3% |
| 3M | +3.0% | +4.0% | -1.0% | +1.8% |
| 6M | +35.7% | -11.7% | +47.4% | +38.7% |
| YTD | +23.3% | +2.8% | +20.5% | +21.1% |
| 1Y | +44.7% | +10.0% | +34.7% | +39.4% |
| 3Y | +178.0% | +34.1% | +143.8% | +150.7% |
| 5Y | +143.2% | +195.3% | -52.1% | +87.8% |
| All | +143.2% | +194.7% | -51.5% | +87.8% |
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