+903.9%
MS vs FFIV
+7,518.9%
-6,615.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.4% | -1.0% | +2.3% | +1.6% |
| 30D | -0.3% | -5.1% | +4.8% | +0.9% |
| 3M | +0.3% | -4.5% | +4.7% | +1.2% |
| 6M | +31.3% | +36.5% | -5.1% | +21.0% |
| YTD | +24.7% | +53.0% | -28.3% | +11.6% |
| 1Y | +47.9% | +24.2% | +23.7% | +38.6% |
| 3Y | +178.3% | +137.2% | +41.1% | +122.5% |
| 5Y | +144.9% | +91.8% | +53.1% | +104.2% |
| 10Y | +804.5% | +215.2% | +589.4% | +567.4% |
| All | +903.9% | +7,518.9% | -6,615.0% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling