+578.8%
MS vs FITB
+247.7%
+331.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +1.5% |
| 7D | +0.7% | -1.1% | +1.8% | +1.5% |
| 30D | -0.9% | +7.3% | -8.3% | -5.3% |
| 3M | -13.0% | -4.0% | -9.0% | -10.8% |
| 6M | -2.0% | +11.9% | -13.9% | -9.2% |
| YTD | +7.8% | +19.0% | -11.2% | -4.4% |
| 1Y | +17.9% | +31.0% | -13.2% | -1.8% |
| 3Y | +174.8% | +143.8% | +31.0% | +53.3% |
| 5Y | +119.9% | +48.9% | +71.0% | +60.7% |
| 10Y | +578.8% | +236.6% | +342.2% | +157.8% |
| All | +578.8% | +247.7% | +331.2% | +157.8% |
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