+6,288.2%
MS vs ES
+733.4%
+5,554.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | -0.3% | -2.0% | +1.7% | +0.6% |
| 3M | +0.3% | +1.7% | -1.4% | -1.0% |
| 6M | +31.3% | -3.5% | +34.9% | +32.5% |
| YTD | +24.7% | +7.9% | +16.8% | +18.5% |
| 1Y | +47.9% | +17.2% | +30.8% | +33.5% |
| 3Y | +178.3% | +29.3% | +149.0% | +131.7% |
| 5Y | +144.9% | -5.7% | +150.6% | +135.2% |
| 10Y | +804.5% | +85.2% | +719.3% | +472.5% |
| All | +6,288.2% | +733.4% | +5,554.8% | +1,968.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling