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  • MS vs FDS✓SelectedUSD · FDSMS vs FDS performance historyLatest closeAs of+0.26%09/04
Stock and ETF performance explorer

MS vs FDS

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,220.9%
FDS return
+9,502.8%
Excess return
-6,281.9%
Maximum drawdown
-88.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFDSExcessAlpha
1D+0.3%-3.5%+3.8%+2.0%
7D+1.4%-1.9%+3.3%+2.3%
30D-0.3%+9.0%-9.3%-4.9%
3M+0.3%+18.9%-18.6%-10.7%
6M+31.3%+35.1%-3.8%+7.1%
YTD+24.7%+5.5%+19.2%+13.7%
1Y+47.9%-16.8%+64.7%+50.3%
3Y+178.3%-28.1%+206.4%+201.7%
5Y+144.9%-17.4%+162.3%+141.9%
10Y+804.5%+85.4%+719.1%+465.5%
All+3,220.9%+9,502.8%-6,281.9%+561.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling