+184.7%
MS vs ET
+99.3%
+85.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +1.4% | +0.9% | +0.5% | +0.9% |
| 30D | -0.3% | +7.5% | -7.7% | -3.9% |
| 3M | +0.3% | +11.4% | -11.1% | -5.4% |
| 6M | +31.3% | +18.5% | +12.8% | +18.9% |
| YTD | +24.7% | +37.4% | -12.7% | +2.7% |
| 1Y | +47.9% | +30.9% | +17.0% | +25.5% |
| All | +184.7% | +99.3% | +85.4% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling