+16.2%
MS vs FFIV
+28.6%
-12.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | +0.8% | -4.2% | +5.0% | +1.7% |
| 30D | -0.7% | -33.9% | +33.2% | +7.3% |
| 3M | -12.4% | -22.6% | +10.2% | -9.7% |
| 6M | -1.7% | -10.4% | +8.6% | -3.5% |
| YTD | +8.0% | +24.3% | -16.3% | -7.4% |
| 1Y | +16.2% | +31.8% | -15.6% | -2.1% |
| All | +16.2% | +28.6% | -12.4% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling