+324.5%
MS vs EW
+7,833.4%
-7,508.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.5% | -7.4% | -6.5% |
| 7D | -3.4% | +6.8% | -10.1% | -5.8% |
| 30D | -3.9% | +16.6% | -20.5% | -9.5% |
| 3M | -15.9% | +13.3% | -29.2% | -20.1% |
| 6M | -2.5% | +21.6% | -24.1% | -10.2% |
| YTD | +5.1% | +18.3% | -13.2% | -2.6% |
| 1Y | +13.0% | +21.7% | -8.8% | +3.4% |
| 3Y | +160.7% | +50.3% | +110.3% | +107.2% |
| 5Y | +114.0% | -15.0% | +129.1% | +106.9% |
| 10Y | +637.5% | +237.5% | +400.0% | +287.9% |
| All | +324.5% | +7,833.4% | -7,508.9% | -38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling