+611.0%
MS vs FIVE
+566.1%
+44.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.3% | -1.7% | -4.8% |
| 7D | -3.4% | -1.7% | -1.7% | -2.9% |
| 30D | -3.9% | +14.9% | -18.8% | -7.5% |
| 3M | -15.9% | +7.6% | -23.5% | -18.0% |
| 6M | -2.5% | +6.4% | -8.9% | -5.5% |
| YTD | +5.1% | +28.1% | -23.0% | -3.7% |
| 1Y | +13.0% | +54.7% | -41.8% | -2.0% |
| 3Y | +160.7% | +36.1% | +124.6% | +117.9% |
| 5Y | +114.0% | +14.9% | +99.1% | +80.8% |
| All | +611.0% | +566.1% | +44.9% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling