+160.4%
MS vs FDS
-23.2%
+183.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | -0.2% |
| 7D | -1.6% | -0.5% | -1.0% | -1.5% |
| 30D | -3.8% | +20.2% | -24.0% | -5.8% |
| 3M | -14.6% | +19.9% | -34.5% | -16.5% |
| 6M | -5.1% | +56.2% | -61.2% | -12.3% |
| YTD | +4.5% | +14.6% | -10.0% | +4.7% |
| 1Y | +13.5% | +31.6% | -18.1% | +8.0% |
| 3Y | +160.4% | -23.8% | +184.2% | +202.6% |
| All | +160.4% | -23.2% | +183.6% | +202.6% |
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