+808.5%
MS vs FE
+115.1%
+693.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | +1.4% | +1.9% | -0.6% | +0.7% |
| 30D | -0.3% | -1.2% | +0.9% | +0.1% |
| 3M | +0.3% | +3.5% | -3.2% | -1.2% |
| 6M | +31.3% | -6.1% | +37.4% | +33.7% |
| YTD | +24.7% | +7.6% | +17.0% | +20.3% |
| 1Y | +47.9% | +11.9% | +36.0% | +40.4% |
| 3Y | +178.3% | +48.4% | +129.9% | +132.9% |
| 5Y | +144.9% | +44.8% | +100.1% | +104.7% |
| All | +808.5% | +115.1% | +693.4% | +674.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling