+112.4%
MS vs FIVE
+14.2%
+98.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -3.8% | +17.7% | -21.4% | -6.8% |
| 3M | -14.6% | +4.0% | -18.6% | -15.5% |
| 6M | -5.1% | +2.6% | -7.7% | -6.3% |
| YTD | +4.5% | +27.6% | -23.1% | -1.6% |
| 1Y | +13.5% | +59.9% | -46.4% | +2.1% |
| 3Y | +160.4% | +35.8% | +124.6% | +130.3% |
| All | +112.4% | +14.2% | +98.3% | +88.6% |
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