+746.4%
MS vs FFIV
+5,982.7%
-5,236.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.5% | -0.5% | -4.6% |
| 7D | -3.4% | -14.2% | +10.8% | +0.2% |
| 30D | -3.9% | -33.6% | +29.7% | +5.2% |
| 3M | -15.9% | -24.2% | +8.3% | -11.1% |
| 6M | -2.5% | -8.3% | +5.8% | -1.7% |
| YTD | +5.1% | +22.1% | -17.0% | -1.6% |
| 1Y | +13.0% | +26.5% | -13.5% | +4.8% |
| 3Y | +160.7% | +102.3% | +58.3% | +114.5% |
| 5Y | +114.0% | +40.6% | +73.4% | +90.6% |
| 10Y | +637.5% | +129.7% | +507.8% | +481.1% |
| All | +746.4% | +5,982.7% | -5,236.4% | +167.8% |
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