+563.3%
MS vs ET
+1,435.0%
-871.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 6M | +31.3% | +18.5% | +12.8% | +19.9% |
| YTD | +24.7% | +37.4% | -12.7% | +5.5% |
| 1Y | +47.9% | +30.9% | +17.0% | +28.1% |
| 3Y | +178.3% | +98.7% | +79.6% | +95.5% |
| 5Y | +144.9% | +230.7% | -85.8% | +31.0% |
| 10Y | +804.5% | +175.6% | +629.0% | +354.2% |
| All | +563.3% | +1,435.0% | -871.7% | -85.6% |
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