+181.3%
MS vs FITB
+128.4%
+52.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.0% |
| 30D | -0.3% | -4.7% | +4.5% | +2.9% |
| 3M | +0.3% | +6.7% | -6.4% | -4.3% |
| 6M | +31.3% | +12.6% | +18.8% | +20.6% |
| YTD | +24.7% | +19.1% | +5.5% | +9.8% |
| 1Y | +47.9% | +22.6% | +25.3% | +27.2% |
| All | +181.3% | +128.4% | +52.9% | +68.7% |
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