+112.4%
MS vs FITB
+44.6%
+67.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.1% |
| 7D | -1.6% | -1.5% | 0.0% | -0.6% |
| 30D | -3.8% | +5.8% | -9.6% | -7.0% |
| 3M | -14.6% | -6.1% | -8.5% | -11.4% |
| 6M | -5.1% | +5.9% | -11.0% | -8.8% |
| YTD | +4.5% | +16.1% | -11.6% | -5.3% |
| 1Y | +13.5% | +28.8% | -15.3% | -3.5% |
| 3Y | +160.4% | +126.0% | +34.4% | +60.8% |
| All | +112.4% | +44.6% | +67.8% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling