+556.2%
MS vs FFIV
+130.1%
+426.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.2% |
| 7D | -1.7% | -2.9% | +1.2% | -0.3% |
| 30D | +0.9% | -32.4% | +33.3% | +18.5% |
| 3M | -10.8% | -22.7% | +11.9% | -2.4% |
| 6M | +0.9% | -10.7% | +11.6% | +2.3% |
| YTD | +9.8% | +25.4% | -15.6% | -7.2% |
| 1Y | +17.1% | +34.2% | -17.1% | -4.5% |
| 3Y | +175.7% | +101.2% | +74.5% | +76.9% |
| 5Y | +125.9% | +42.0% | +83.9% | +69.2% |
| 10Y | +556.2% | +126.7% | +429.5% | +236.4% |
| All | +556.2% | +130.1% | +426.1% | +236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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