+122.0%
MS vs EW
-7.9%
+129.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +3.7% | +4.9% | -1.3% | +2.6% |
| 30D | +2.0% | +24.1% | -22.1% | -2.9% |
| 3M | -12.6% | +13.7% | -26.3% | -15.1% |
| 6M | -0.3% | +32.7% | -33.0% | -6.8% |
| YTD | +9.0% | +24.1% | -15.1% | +3.2% |
| 1Y | +13.9% | +23.6% | -9.8% | +7.9% |
| 3Y | +173.6% | +64.8% | +108.9% | +129.6% |
| 5Y | +122.0% | -8.8% | +130.8% | +121.0% |
| All | +122.0% | -7.9% | +129.9% | +121.0% |
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