+174.8%
MS vs FITB
+136.2%
+38.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +1.4% |
| 7D | +0.7% | -1.1% | +1.8% | +1.6% |
| 30D | -0.9% | +7.3% | -8.3% | -5.5% |
| 3M | -13.0% | -4.0% | -9.0% | -10.7% |
| 6M | -2.0% | +11.9% | -13.9% | -9.8% |
| YTD | +7.8% | +19.0% | -11.2% | -5.4% |
| 1Y | +17.9% | +31.0% | -13.2% | -3.6% |
| 3Y | +174.8% | +143.8% | +31.0% | +53.8% |
| All | +174.8% | +136.2% | +38.6% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling