+5,423.2%
MS vs EVRG
+1,236.6%
+4,186.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.8% |
| 7D | +0.7% | +1.7% | -0.9% | -0.3% |
| 30D | -0.9% | +8.7% | -9.6% | -5.8% |
| 3M | -13.0% | +6.4% | -19.4% | -16.3% |
| 6M | -2.0% | +9.4% | -11.4% | -7.7% |
| YTD | +7.8% | +24.5% | -16.7% | -6.6% |
| 1Y | +17.9% | +20.5% | -2.6% | +4.0% |
| 3Y | +174.8% | +101.6% | +73.2% | +76.2% |
| 5Y | +119.9% | +67.5% | +52.4% | +54.3% |
| 10Y | +578.8% | +122.3% | +456.5% | +275.9% |
| All | +5,423.2% | +1,236.6% | +4,186.6% | +1,030.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling