+15.9%
MS vs FDS
+26.9%
-11.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.1% |
| 7D | +0.7% | -5.0% | +5.7% | +0.6% |
| 30D | -0.9% | +13.8% | -14.7% | -0.6% |
| 3M | -13.0% | +14.8% | -27.8% | -12.5% |
| 6M | -2.0% | +47.4% | -49.4% | -1.5% |
| YTD | +7.8% | +14.2% | -6.4% | +10.0% |
| All | +15.9% | +26.9% | -11.0% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling