+114.0%
MS vs FE
+46.2%
+67.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.8% | -5.9% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | -3.9% | +6.4% | -10.3% | -5.5% |
| 3M | -15.9% | -0.5% | -15.4% | -15.9% |
| 6M | -2.5% | +4.7% | -7.2% | -4.0% |
| YTD | +5.1% | +8.4% | -3.3% | +1.8% |
| 1Y | +13.0% | +7.2% | +5.7% | +9.7% |
| 3Y | +160.7% | +44.9% | +115.8% | +122.8% |
| 5Y | +114.0% | +46.3% | +67.7% | +79.1% |
| All | +114.0% | +46.2% | +67.8% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling