+542.0%
MS vs FITB
+212.2%
+329.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | +5.1% | +2.8% | +2.3% | +3.3% |
| 30D | +5.7% | +9.8% | -4.1% | -0.4% |
| 3M | -12.2% | -5.2% | -7.0% | -9.2% |
| 6M | -0.5% | +17.3% | -17.8% | -10.5% |
| YTD | +9.8% | +19.3% | -9.5% | -2.7% |
| 1Y | +17.7% | +32.7% | -15.0% | -2.7% |
| 3Y | +176.8% | +141.6% | +35.2% | +55.4% |
| 5Y | +123.7% | +48.9% | +74.9% | +63.6% |
| All | +542.0% | +212.2% | +329.8% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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