+553.7%
MS vs FITB
+231.2%
+322.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.4% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | -0.7% | +7.0% | -7.7% | -4.8% |
| 3M | -12.4% | -4.4% | -8.0% | -9.9% |
| 6M | -1.7% | +11.6% | -13.3% | -8.8% |
| YTD | +8.0% | +18.6% | -10.6% | -3.9% |
| 1Y | +16.2% | +29.8% | -13.6% | -2.6% |
| 3Y | +171.3% | +140.7% | +30.6% | +52.7% |
| 5Y | +124.8% | +48.6% | +76.2% | +64.6% |
| 10Y | +553.7% | +224.4% | +329.3% | +157.5% |
| All | +553.7% | +231.2% | +322.4% | +157.5% |
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