+607.1%
MS vs FFIV
+126.1%
+481.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -1.6% | -8.1% | +6.6% | +2.3% |
| 30D | -3.8% | -33.4% | +29.6% | +13.7% |
| 3M | -14.6% | -24.7% | +10.1% | -5.5% |
| 6M | -5.1% | -8.8% | +3.8% | -4.9% |
| YTD | +4.5% | +21.8% | -17.3% | -10.5% |
| 1Y | +13.5% | +25.3% | -11.7% | -4.3% |
| 3Y | +160.4% | +101.2% | +59.2% | +66.5% |
| 5Y | +112.9% | +40.2% | +72.6% | +60.0% |
| All | +607.1% | +126.1% | +481.0% | +255.9% |
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