+808.5%
MS vs FFIV
+214.3%
+594.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.4% | -1.0% | +2.3% | +1.8% |
| 30D | -0.3% | -5.1% | +4.8% | +1.9% |
| 3M | +0.3% | -4.5% | +4.7% | +1.8% |
| 6M | +31.3% | +36.5% | -5.1% | +10.8% |
| YTD | +24.7% | +53.0% | -28.3% | -1.0% |
| 1Y | +47.9% | +24.2% | +23.7% | +28.8% |
| 3Y | +178.3% | +137.2% | +41.1% | +71.1% |
| 5Y | +144.9% | +91.8% | +53.1% | +62.5% |
| All | +808.5% | +214.3% | +594.2% | +333.7% |
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