+542.0%
MS vs FFIV
+118.6%
+423.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +2.0% |
| 7D | +5.1% | -0.5% | +5.6% | +5.3% |
| 30D | +5.7% | -32.4% | +38.1% | +23.9% |
| 3M | -12.2% | -25.7% | +13.5% | -2.1% |
| 6M | -0.5% | -13.5% | +13.0% | +2.3% |
| YTD | +9.8% | +21.1% | -11.3% | -5.7% |
| 1Y | +17.7% | +29.4% | -11.7% | -2.4% |
| 3Y | +176.8% | +94.9% | +81.9% | +80.2% |
| 5Y | +123.7% | +34.7% | +89.0% | +71.9% |
| All | +542.0% | +118.6% | +423.4% | +235.2% |
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