+1,485.4%
MS vs FE
+567.2%
+918.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.3% | +4.2% |
| 7D | +2.6% | +1.7% | +1.0% | +1.7% |
| 30D | +2.6% | +8.1% | -5.5% | -1.9% |
| 3M | -10.1% | -1.3% | -8.8% | -9.6% |
| 6M | +4.4% | +2.9% | +1.5% | +1.9% |
| YTD | +11.7% | +8.6% | +3.2% | +5.2% |
| 1Y | +20.9% | +6.3% | +14.6% | +15.0% |
| 3Y | +177.1% | +45.1% | +132.0% | +114.9% |
| 5Y | +127.7% | +47.1% | +80.6% | +71.5% |
| 10Y | +684.1% | +110.6% | +573.5% | +327.7% |
| All | +1,485.4% | +567.2% | +918.1% | +535.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling