+6,288.2%
MS vs ETR
+2,361.7%
+3,926.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | +1.4% | +1.4% | -0.1% | +0.7% |
| 30D | -0.3% | +1.0% | -1.2% | -0.8% |
| 3M | +0.3% | -1.3% | +1.6% | +0.6% |
| 6M | +31.3% | +1.9% | +29.5% | +28.7% |
| YTD | +24.7% | +18.2% | +6.5% | +13.0% |
| 1Y | +47.9% | +24.7% | +23.2% | +30.3% |
| 3Y | +178.3% | +150.7% | +27.7% | +68.0% |
| 5Y | +144.9% | +127.0% | +17.9% | +52.4% |
| 10Y | +804.5% | +295.5% | +509.1% | +304.6% |
| All | +6,288.2% | +2,361.7% | +3,926.5% | +1,824.3% |
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 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