+5,256.1%
MS vs ETR
+2,437.0%
+2,819.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.7% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -3.8% | +7.5% | -11.3% | -7.2% |
| 3M | -14.6% | +4.4% | -19.0% | -16.5% |
| 6M | -5.1% | -1.5% | -3.5% | -4.7% |
| YTD | +4.5% | +21.8% | -17.3% | -6.7% |
| 1Y | +13.5% | +18.4% | -4.9% | +2.8% |
| 3Y | +160.4% | +148.5% | +11.9% | +58.2% |
| 5Y | +112.9% | +152.6% | -39.8% | +25.6% |
| 10Y | +633.4% | +354.5% | +279.0% | +205.5% |
| All | +5,256.1% | +2,437.0% | +2,819.1% | +1,489.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling