+607.1%
MS vs FITB
+247.4%
+359.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.1% |
| 7D | -1.6% | -1.5% | 0.0% | -0.5% |
| 30D | -3.8% | +5.8% | -9.6% | -7.2% |
| 3M | -14.6% | -6.1% | -8.5% | -11.2% |
| 6M | -5.1% | +5.9% | -11.0% | -9.0% |
| YTD | +4.5% | +16.1% | -11.6% | -5.8% |
| 1Y | +13.5% | +28.8% | -15.3% | -4.5% |
| 3Y | +160.4% | +126.0% | +34.4% | +52.1% |
| 5Y | +112.9% | +45.3% | +67.6% | +57.9% |
| All | +607.1% | +247.4% | +359.7% | +156.4% |
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