+803.2%
MS vs ET
+166.1%
+637.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | +1.7% | +0.6% | +1.0% | +1.4% |
| 30D | 0.0% | +5.3% | -5.3% | -2.1% |
| 3M | +3.0% | +15.6% | -12.7% | -3.2% |
| 6M | +35.7% | +20.6% | +15.1% | +24.9% |
| YTD | +23.3% | +38.5% | -15.2% | +7.0% |
| 1Y | +44.7% | +35.7% | +9.0% | +26.5% |
| 3Y | +178.0% | +98.4% | +79.6% | +108.8% |
| 5Y | +143.2% | +245.3% | -102.1% | +45.5% |
| 10Y | +803.2% | +173.7% | +629.4% | +429.8% |
| All | +803.2% | +166.1% | +637.1% | +429.8% |
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