+764.6%
MS vs ESI
+177.3%
+587.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.0% | +2.1% | -2.9% |
| 7D | -3.4% | -13.1% | +9.7% | +1.7% |
| 30D | -3.9% | -18.5% | +14.6% | +3.4% |
| 3M | -15.9% | -19.6% | +3.7% | -9.5% |
| 6M | -2.5% | -29.8% | +27.3% | +9.2% |
| YTD | +5.1% | +23.9% | -18.8% | -7.1% |
| 1Y | +13.0% | +15.0% | -2.0% | +2.6% |
| 3Y | +160.7% | +64.3% | +96.3% | +102.5% |
| 5Y | +114.0% | +26.3% | +87.7% | +80.6% |
| 10Y | +637.5% | +321.7% | +315.7% | +306.8% |
| All | +764.6% | +177.3% | +587.3% | +441.5% |
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