+474.9%
MS vs ET
+1,312.4%
-837.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.6% |
| 7D | +0.8% | -1.9% | +2.7% | +1.6% |
| 30D | -0.7% | -3.1% | +2.4% | +0.6% |
| 3M | -12.4% | -3.9% | -8.4% | -10.9% |
| 6M | -1.7% | +4.0% | -5.7% | -4.3% |
| YTD | +8.0% | +26.4% | -18.4% | -4.9% |
| 1Y | +16.2% | +24.9% | -8.7% | +2.8% |
| 3Y | +171.3% | +85.2% | +86.1% | +96.9% |
| 5Y | +124.8% | +218.3% | -93.5% | +22.7% |
| 10Y | +553.7% | +172.0% | +381.7% | +231.5% |
| All | +474.9% | +1,312.4% | -837.6% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling