+176.8%
MS vs EQX
+129.0%
+47.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +5.1% | -10.5% | +15.6% | +6.1% |
| 30D | +5.7% | +0.2% | +5.5% | +5.5% |
| 3M | -12.2% | -7.9% | -4.2% | -11.8% |
| 6M | -0.5% | -28.6% | +28.1% | +1.2% |
| YTD | +9.8% | -26.3% | +36.1% | +10.7% |
| 1Y | +17.7% | -20.2% | +38.0% | +17.9% |
| 3Y | +176.8% | +131.1% | +45.7% | +154.7% |
| All | +176.8% | +129.0% | +47.8% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling