+181.3%
MS vs ES
+29.7%
+151.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -0.3% | -2.0% | +1.7% | +0.1% |
| 3M | +0.3% | +1.7% | -1.4% | -0.2% |
| 6M | +31.3% | -3.5% | +34.9% | +31.9% |
| YTD | +24.7% | +7.9% | +16.8% | +21.9% |
| 1Y | +47.9% | +17.2% | +30.8% | +40.2% |
| All | +181.3% | +29.7% | +151.6% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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