+581.1%
MS vs EQX
+243.0%
+338.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.4% |
| 7D | +1.4% | -1.4% | +2.8% | +1.5% |
| 30D | -0.3% | +24.4% | -24.6% | -1.9% |
| 3M | +0.3% | +11.6% | -11.3% | -0.8% |
| 6M | +31.3% | -25.0% | +56.3% | +32.8% |
| YTD | +24.7% | -8.4% | +33.0% | +24.1% |
| 1Y | +47.9% | +43.4% | +4.5% | +43.0% |
| 3Y | +178.3% | +162.0% | +16.4% | +155.0% |
| 5Y | +144.9% | +70.1% | +74.7% | +122.6% |
| All | +581.1% | +243.0% | +338.1% | +614.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling