+2,210.3%
MS vs FIVE
+868.1%
+1,342.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -1.0% |
| 7D | +1.4% | +4.3% | -2.9% | +0.2% |
| 30D | -0.3% | +12.5% | -12.8% | -3.4% |
| 3M | +0.3% | +31.2% | -30.9% | -6.9% |
| 6M | +31.3% | +14.4% | +17.0% | +25.0% |
| YTD | +24.7% | +33.9% | -9.2% | +13.9% |
| 1Y | +47.9% | +65.1% | -17.1% | +27.3% |
| 3Y | +178.3% | +49.0% | +129.4% | +129.5% |
| 5Y | +144.9% | +30.3% | +114.6% | +101.2% |
| 10Y | +804.5% | +481.1% | +323.4% | +381.7% |
| All | +2,210.3% | +868.1% | +1,342.1% | +964.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling