+1,668.7%
MS vs FE
+561.4%
+1,107.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.6% |
| 7D | +1.4% | +1.9% | -0.6% | +0.3% |
| 30D | -0.3% | -1.2% | +0.9% | +0.3% |
| 3M | +0.3% | +3.5% | -3.2% | -2.1% |
| 6M | +31.3% | -6.1% | +37.4% | +34.8% |
| YTD | +24.7% | +7.6% | +17.0% | +18.0% |
| 1Y | +47.9% | +11.9% | +36.0% | +36.6% |
| 3Y | +178.3% | +48.4% | +129.9% | +112.9% |
| 5Y | +144.9% | +44.8% | +100.1% | +86.1% |
| 10Y | +804.5% | +115.9% | +688.7% | +384.0% |
| All | +1,668.7% | +561.4% | +1,107.3% | +613.5% |
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