+808.5%
MS vs EW
+133.1%
+675.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | -0.3% | +1.0% | -1.3% | -0.7% |
| 3M | +0.3% | +2.8% | -2.5% | -1.0% |
| 6M | +31.3% | +5.5% | +25.8% | +28.2% |
| YTD | +24.7% | +5.5% | +19.2% | +21.6% |
| 1Y | +47.9% | +11.0% | +36.9% | +41.4% |
| 3Y | +178.3% | +17.7% | +160.6% | +146.6% |
| 5Y | +144.9% | -25.7% | +170.6% | +153.8% |
| All | +808.5% | +133.1% | +675.5% | +511.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling