+5,285.6%
MS vs FITB
+1,215.6%
+4,070.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -4.8% |
| 7D | -3.4% | -1.8% | -1.6% | -2.5% |
| 30D | -3.9% | +4.8% | -8.7% | -6.1% |
| 3M | -15.9% | -6.4% | -9.5% | -13.1% |
| 6M | -2.5% | +7.9% | -10.4% | -6.4% |
| YTD | +5.1% | +17.0% | -11.9% | -3.3% |
| 1Y | +13.0% | +29.9% | -17.0% | -1.4% |
| 3Y | +160.7% | +124.8% | +35.8% | +73.2% |
| 5Y | +114.0% | +46.4% | +67.6% | +70.9% |
| 10Y | +637.5% | +258.1% | +379.3% | +268.5% |
| All | +5,285.6% | +1,215.6% | +4,070.0% | +1,244.4% |
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