+542.0%
MS vs ET
+160.8%
+381.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +5.1% | +2.5% | +2.5% | +4.0% |
| 30D | +5.7% | -2.5% | +8.1% | +6.6% |
| 3M | -12.2% | -4.9% | -7.3% | -10.6% |
| 6M | -0.5% | -0.1% | -0.4% | -1.0% |
| YTD | +9.8% | +26.2% | -16.4% | -1.2% |
| 1Y | +17.7% | +25.2% | -7.4% | +6.2% |
| 3Y | +176.8% | +84.2% | +92.6% | +113.8% |
| 5Y | +123.7% | +216.1% | -92.4% | +38.8% |
| All | +542.0% | +160.8% | +381.2% | +295.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling