+112.4%
MS vs ES
+1.4%
+111.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.3% | +0.1% |
| 7D | -1.6% | +1.9% | -3.4% | -2.0% |
| 30D | -3.8% | +7.1% | -10.8% | -5.4% |
| 3M | -14.6% | -1.9% | -12.7% | -14.3% |
| 6M | -5.1% | +4.4% | -9.4% | -6.5% |
| YTD | +4.5% | +7.3% | -2.8% | +1.7% |
| 1Y | +13.5% | +2.1% | +11.4% | +11.4% |
| 3Y | +160.4% | +41.8% | +118.6% | +124.5% |
| All | +112.4% | +1.4% | +111.0% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling