+16.2%
MS vs FDS
+26.7%
-10.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | +0.8% | -2.0% | +2.8% | +0.8% |
| 30D | -0.7% | +13.5% | -14.2% | -0.4% |
| 3M | -12.4% | +15.2% | -27.5% | -11.9% |
| 6M | -1.7% | +47.0% | -48.8% | -1.3% |
| YTD | +8.0% | +13.9% | -5.8% | +10.3% |
| 1Y | +16.2% | +25.2% | -9.0% | +21.0% |
| All | +16.2% | +26.7% | -10.4% | +21.0% |
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