+122.9%
MS vs FITB
+48.6%
+74.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.1% |
| 7D | +5.1% | +2.8% | +2.3% | +3.4% |
| 30D | +5.7% | +9.8% | -4.1% | -0.1% |
| 3M | -12.2% | -5.2% | -7.0% | -9.4% |
| 6M | -0.5% | +17.3% | -17.8% | -10.0% |
| YTD | +9.8% | +19.3% | -9.5% | -2.0% |
| 1Y | +17.7% | +32.7% | -15.0% | -1.7% |
| 3Y | +176.8% | +141.6% | +35.2% | +64.7% |
| All | +122.9% | +48.6% | +74.3% | +67.5% |
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 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