+578.8%
MS vs FDS
+135.1%
+443.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +0.7% | -5.0% | +5.7% | +2.8% |
| 30D | -0.9% | +13.8% | -14.7% | -6.4% |
| 3M | -13.0% | +14.8% | -27.8% | -18.9% |
| 6M | -2.0% | +47.4% | -49.4% | -20.8% |
| YTD | +7.8% | +14.2% | -6.4% | -2.9% |
| 1Y | +17.9% | +26.6% | -8.8% | -0.3% |
| 3Y | +174.8% | -24.4% | +199.2% | +203.7% |
| 5Y | +119.9% | -22.6% | +142.5% | +134.8% |
| 10Y | +578.8% | +130.0% | +448.9% | +271.1% |
| All | +578.8% | +135.1% | +443.7% | +271.1% |
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