+112.4%
MS vs EW
-14.5%
+126.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.8% |
| 7D | -1.6% | +11.0% | -12.6% | -3.8% |
| 30D | -3.8% | +19.1% | -22.8% | -7.5% |
| 3M | -14.6% | +14.4% | -29.0% | -17.2% |
| 6M | -5.1% | +22.8% | -27.8% | -9.7% |
| YTD | +4.5% | +19.8% | -15.3% | -0.2% |
| 1Y | +13.5% | +23.9% | -10.4% | +7.6% |
| 3Y | +160.4% | +52.2% | +108.2% | +123.4% |
| All | +112.4% | -14.5% | +126.9% | +115.3% |
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