+6,288.2%
MS vs FITB
+1,239.5%
+5,048.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.4% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -0.3% | -4.7% | +4.5% | +2.2% |
| 3M | +0.3% | +6.7% | -6.4% | -3.1% |
| 6M | +31.3% | +12.6% | +18.8% | +23.4% |
| YTD | +24.7% | +19.1% | +5.5% | +13.7% |
| 1Y | +47.9% | +22.6% | +25.3% | +32.6% |
| 3Y | +178.3% | +127.1% | +51.2% | +83.6% |
| 5Y | +144.9% | +71.8% | +73.1% | +80.5% |
| 10Y | +804.5% | +287.2% | +517.4% | +335.6% |
| All | +6,288.2% | +1,239.5% | +5,048.7% | +1,480.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling