+578.8%
MS vs ETR
+356.9%
+221.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.6% |
| 7D | +0.7% | +1.7% | -1.0% | +0.1% |
| 30D | -0.9% | +8.7% | -9.7% | -4.4% |
| 3M | -13.0% | +4.9% | -17.9% | -14.8% |
| 6M | -2.0% | +0.8% | -2.8% | -2.6% |
| YTD | +7.8% | +23.1% | -15.4% | -3.0% |
| 1Y | +17.9% | +17.9% | 0.0% | +8.2% |
| 3Y | +174.8% | +154.5% | +20.3% | +74.1% |
| 5Y | +119.9% | +160.3% | -40.4% | +35.2% |
| 10Y | +578.8% | +366.9% | +211.9% | +369.3% |
| All | +578.8% | +356.9% | +221.9% | +369.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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