+567.6%
MS vs ETSY
+190.1%
+377.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -1.6% | +1.1% | -2.6% | -1.7% |
| 30D | -3.8% | +25.8% | -29.6% | -7.1% |
| 3M | -14.6% | +9.3% | -23.9% | -16.0% |
| 6M | -5.1% | +38.4% | -43.5% | -10.1% |
| YTD | +4.5% | +62.2% | -57.7% | -4.1% |
| 1Y | +13.5% | +58.3% | -44.8% | +4.4% |
| 3Y | +160.4% | +42.6% | +117.8% | +135.8% |
| 5Y | +112.9% | -65.4% | +178.3% | +123.9% |
| 10Y | +633.4% | +685.4% | -52.0% | +379.0% |
| All | +567.6% | +190.1% | +377.5% | +329.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling