+144.8%
MS vs ETSY
-66.4%
+211.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | +0.1% |
| 7D | +2.5% | -10.9% | +13.4% | +4.4% |
| 30D | 0.0% | -14.9% | +14.8% | +2.5% |
| 3M | +2.4% | +5.8% | -3.4% | +0.9% |
| 6M | +36.4% | +29.1% | +7.3% | +29.0% |
| YTD | +23.8% | +31.3% | -7.5% | +16.3% |
| 1Y | +48.6% | +25.1% | +23.5% | +39.2% |
| 3Y | +179.1% | +8.5% | +170.7% | +159.2% |
| 5Y | +144.8% | -66.1% | +210.9% | +142.2% |
| All | +144.8% | -66.4% | +211.3% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 5y: compounded portfolio wealth divided by compounded ETSY 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…
5y analysis · Full analysis span regression · 6 months rolling