+181.3%
MS vs ESI
+79.8%
+101.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.7% | -0.9% |
| 7D | +1.4% | +3.3% | -2.0% | +0.1% |
| 30D | -0.3% | -5.9% | +5.6% | +1.9% |
| 3M | +0.3% | -14.1% | +14.4% | +4.9% |
| 6M | +31.3% | +6.6% | +24.8% | +23.1% |
| YTD | +24.7% | +45.0% | -20.4% | +0.2% |
| 1Y | +47.9% | +41.5% | +6.5% | +19.4% |
| All | +181.3% | +79.8% | +101.5% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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