+145.1%
MS vs FIVE
+31.2%
+113.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.7% |
| 7D | +1.4% | +4.3% | -2.9% | +0.5% |
| 30D | -0.3% | +12.5% | -12.8% | -2.7% |
| 3M | +0.3% | +31.2% | -30.9% | -5.2% |
| 6M | +31.3% | +14.4% | +17.0% | +26.6% |
| YTD | +24.7% | +33.9% | -9.2% | +16.4% |
| 1Y | +47.9% | +65.1% | -17.1% | +31.9% |
| 3Y | +178.3% | +49.0% | +129.4% | +140.8% |
| All | +145.1% | +31.2% | +113.8% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling