+570.7%
MS vs EQX
+232.0%
+338.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -1.5% | -3.2% | +1.7% | -1.3% |
| 30D | -1.5% | +7.8% | -9.3% | -2.1% |
| 3M | +1.4% | +21.3% | -20.0% | -0.2% |
| 6M | +34.7% | -22.4% | +57.1% | +36.0% |
| YTD | +22.7% | -11.3% | +34.1% | +22.5% |
| 1Y | +40.1% | +13.5% | +26.6% | +37.4% |
| 3Y | +181.4% | +162.1% | +19.3% | +157.9% |
| 5Y | +142.6% | +84.2% | +58.4% | +119.8% |
| All | +570.7% | +232.0% | +338.6% | +605.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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