+143.7%
MS vs EQX
+82.5%
+61.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +1.7% | +1.7% | -0.1% | +1.5% |
| 30D | 0.0% | +11.1% | -11.1% | -0.9% |
| 3M | +3.0% | +23.1% | -20.1% | +1.0% |
| 6M | +35.7% | -21.8% | +57.5% | +36.9% |
| YTD | +23.3% | -8.1% | +31.4% | +22.6% |
| 1Y | +44.7% | +29.7% | +15.0% | +40.2% |
| 3Y | +178.0% | +179.9% | -1.9% | +150.5% |
| All | +143.7% | +82.5% | +61.2% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling