+3,220.9%
MS vs FDS
+9,502.8%
-6,281.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 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