+179.2%
MS vs EQX
+164.6%
+14.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.8% | -0.8% |
| 7D | -2.1% | -7.0% | +4.9% | -1.5% |
| 30D | -1.1% | +4.8% | -6.0% | -1.6% |
| 3M | +3.5% | +25.6% | -22.2% | +1.3% |
| 6M | +33.7% | -25.8% | +59.6% | +35.0% |
| YTD | +21.8% | -12.7% | +34.5% | +21.3% |
| 1Y | +41.1% | +14.1% | +27.0% | +38.1% |
| All | +179.2% | +164.6% | +14.6% | +153.9% |
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