+2,699.8%
MS vs FDS
+10,727.5%
-8,027.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.7% |
| 7D | -3.4% | +6.4% | -9.8% | -6.4% |
| 30D | -3.9% | +25.2% | -29.1% | -14.5% |
| 3M | -15.9% | +22.9% | -38.8% | -25.5% |
| 6M | -2.5% | +56.5% | -59.0% | -26.5% |
| YTD | +5.1% | +19.0% | -13.9% | -10.9% |
| 1Y | +13.0% | +32.7% | -19.8% | -10.2% |
| 3Y | +160.7% | -20.4% | +181.1% | +165.3% |
| 5Y | +114.0% | -19.6% | +133.6% | +113.3% |
| 10Y | +637.5% | +148.5% | +488.9% | +292.4% |
| All | +2,699.8% | +10,727.5% | -8,027.7% | +418.6% |
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 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