+607.1%
MS vs FE
+105.3%
+501.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | -1.6% | -1.0% | -0.5% | -1.2% |
| 30D | -3.8% | +4.1% | -7.9% | -5.2% |
| 3M | -14.6% | -1.0% | -13.6% | -14.4% |
| 6M | -5.1% | +4.0% | -9.1% | -6.8% |
| YTD | +4.5% | +6.8% | -2.3% | +1.1% |
| 1Y | +13.5% | +5.3% | +8.3% | +10.3% |
| 3Y | +160.4% | +44.6% | +115.8% | +120.1% |
| 5Y | +112.9% | +44.2% | +68.7% | +78.1% |
| All | +607.1% | +105.3% | +501.8% | +498.0% |
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