+145.1%
MS vs EVRG
+45.5%
+99.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +1.4% | +1.1% | +0.3% | +1.0% |
| 30D | -0.3% | -1.0% | +0.8% | 0.0% |
| 3M | +0.3% | +0.4% | -0.1% | -0.1% |
| 6M | +31.3% | -0.8% | +32.2% | +31.1% |
| YTD | +24.7% | +15.3% | +9.3% | +16.8% |
| 1Y | +47.9% | +17.9% | +30.0% | +37.2% |
| 3Y | +178.3% | +71.9% | +106.4% | +119.4% |
| All | +145.1% | +45.5% | +99.5% | +100.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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