+112.4%
MS vs FDS
-22.8%
+135.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | +0.3% |
| 7D | -1.6% | -0.5% | -1.0% | -1.5% |
| 30D | -3.8% | +20.2% | -24.0% | -7.9% |
| 3M | -14.6% | +19.9% | -34.5% | -18.7% |
| 6M | -5.1% | +56.2% | -61.2% | -17.9% |
| YTD | +4.5% | +14.6% | -10.0% | +0.6% |
| 1Y | +13.5% | +31.6% | -18.1% | +2.3% |
| 3Y | +160.4% | -23.8% | +184.2% | +199.1% |
| All | +112.4% | -22.8% | +135.2% | +131.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling