+6,288.2%
MS vs EQT
+2,108.2%
+4,180.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +1.4% | +1.1% | +0.3% | +0.9% |
| 30D | -0.3% | +7.7% | -7.9% | -3.2% |
| 3M | +0.3% | +0.2% | +0.1% | -0.4% |
| 6M | +31.3% | -9.5% | +40.8% | +34.7% |
| YTD | +24.7% | +3.8% | +20.8% | +20.5% |
| 1Y | +47.9% | +7.8% | +40.2% | +40.0% |
| 3Y | +178.3% | +30.1% | +148.2% | +135.6% |
| 5Y | +144.9% | +188.6% | -43.7% | +33.9% |
| 10Y | +804.5% | +54.6% | +749.9% | +397.7% |
| All | +6,288.2% | +2,108.2% | +4,180.0% | +1,108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling