+925.5%
MS vs ESI
+224.6%
+700.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 6M | +31.3% | +6.6% | +24.8% | +24.9% |
| YTD | +24.7% | +45.0% | -20.4% | +4.6% |
| 1Y | +47.9% | +41.5% | +6.5% | +24.5% |
| 3Y | +178.3% | +78.8% | +99.6% | +110.8% |
| 5Y | +144.9% | +70.9% | +74.0% | +85.6% |
| 10Y | +804.5% | +317.1% | +487.5% | +389.1% |
| All | +925.5% | +224.6% | +700.9% | +509.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling