+181.3%
MS vs FDS
-27.9%
+209.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.7% |
| 7D | +1.4% | -1.9% | +3.3% | +1.6% |
| 30D | -0.3% | +9.0% | -9.3% | -1.5% |
| 3M | +0.3% | +18.9% | -18.6% | -2.4% |
| 6M | +31.3% | +35.1% | -3.8% | +23.4% |
| YTD | +24.7% | +5.5% | +19.2% | +25.9% |
| 1Y | +47.9% | -16.8% | +64.7% | +64.3% |
| All | +181.3% | -27.9% | +209.2% | +226.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling