+5,626.0%
MS vs ES
+736.2%
+4,889.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.2% | +3.2% |
| 7D | +2.6% | +5.3% | -2.7% | +0.1% |
| 30D | +2.6% | +8.9% | -6.3% | -1.7% |
| 3M | -10.1% | -1.9% | -8.1% | -9.5% |
| 6M | +4.4% | +3.9% | +0.5% | +1.6% |
| YTD | +11.7% | +8.3% | +3.5% | +5.8% |
| 1Y | +20.9% | -0.1% | +21.1% | +18.2% |
| 3Y | +177.1% | +46.0% | +131.1% | +117.0% |
| 5Y | +127.7% | +3.1% | +124.7% | +108.9% |
| 10Y | +684.1% | +88.4% | +595.6% | +391.5% |
| All | +5,626.0% | +736.2% | +4,889.8% | +1,747.1% |
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