+114.0%
MS vs EW
-13.6%
+127.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -6.3% |
| 7D | -3.4% | +6.8% | -10.1% | -4.8% |
| 30D | -3.9% | +16.6% | -20.5% | -7.2% |
| 3M | -15.9% | +13.3% | -29.2% | -18.3% |
| 6M | -2.5% | +21.6% | -24.1% | -7.0% |
| YTD | +5.1% | +18.3% | -13.2% | +0.7% |
| 1Y | +13.0% | +21.7% | -8.8% | +7.5% |
| 3Y | +160.7% | +50.3% | +110.3% | +124.3% |
| 5Y | +114.0% | -15.0% | +129.1% | +115.9% |
| All | +114.0% | -13.6% | +127.6% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling