+810.2%
MS vs ETR
+293.5%
+516.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | +1.4% | +1.4% | -0.1% | +0.8% |
| 30D | -0.3% | +1.0% | -1.2% | -0.7% |
| 3M | +0.3% | -1.3% | +1.6% | +0.6% |
| 6M | +31.3% | +1.9% | +29.5% | +29.1% |
| YTD | +24.7% | +18.2% | +6.5% | +14.4% |
| 1Y | +47.9% | +24.7% | +23.2% | +32.4% |
| 3Y | +178.3% | +150.7% | +27.7% | +79.0% |
| 5Y | +144.9% | +127.0% | +17.9% | +62.1% |
| All | +810.2% | +293.5% | +516.8% | +539.2% |
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