+537.0%
MS vs FDS
+127.0%
+410.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.4% |
| 7D | +3.7% | -2.6% | +6.3% | +4.7% |
| 30D | +2.0% | +14.1% | -12.1% | -3.7% |
| 3M | -12.6% | +19.8% | -32.3% | -19.9% |
| 6M | -0.3% | +55.0% | -55.2% | -21.3% |
| YTD | +9.0% | +15.9% | -6.9% | -2.4% |
| 1Y | +13.9% | +24.2% | -10.3% | -2.4% |
| 3Y | +173.6% | -24.0% | +197.7% | +202.3% |
| 5Y | +122.0% | -23.3% | +145.3% | +139.3% |
| All | +537.0% | +127.0% | +410.0% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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