+125.9%
MS vs ESI
+44.9%
+81.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.3% | -0.1% |
| 7D | -1.7% | +1.8% | -3.6% | -2.5% |
| 30D | +0.9% | -6.6% | +7.5% | +3.4% |
| 3M | -10.8% | -9.4% | -1.5% | -7.9% |
| 6M | +0.9% | -24.1% | +25.0% | +11.1% |
| YTD | +9.8% | +37.1% | -27.3% | -11.9% |
| 1Y | +17.1% | +24.5% | -7.5% | -1.6% |
| 3Y | +175.7% | +83.2% | +92.6% | +80.4% |
| 5Y | +125.9% | +44.0% | +81.9% | +65.9% |
| All | +125.9% | +44.9% | +81.0% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling