+112.4%
MS vs FFIV
+39.5%
+73.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | -1.6% | -8.1% | +6.6% | +1.6% |
| 30D | -3.8% | -33.4% | +29.6% | +10.6% |
| 3M | -14.6% | -24.7% | +10.1% | -7.2% |
| 6M | -5.1% | -8.8% | +3.8% | -5.5% |
| YTD | +4.5% | +21.8% | -17.3% | -9.6% |
| 1Y | +13.5% | +25.3% | -11.7% | -3.2% |
| 3Y | +160.4% | +101.2% | +59.2% | +74.5% |
| All | +112.4% | +39.5% | +73.0% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling