+607.1%
MS vs FIX
+3,608.1%
-3,001.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.4% | -6.0% | -2.5% |
| 7D | -1.6% | -17.5% | +15.9% | +4.2% |
| 30D | -3.8% | -41.6% | +37.8% | +14.8% |
| 3M | -14.6% | -40.6% | +26.0% | +0.4% |
| 6M | -5.1% | -49.4% | +44.3% | +16.6% |
| YTD | +4.5% | +9.2% | -4.7% | -6.0% |
| 1Y | +13.5% | +6.5% | +7.1% | +2.5% |
| 3Y | +160.4% | +448.7% | -288.3% | +4.5% |
| 5Y | +112.9% | +948.7% | -835.9% | -39.6% |
| All | +607.1% | +3,608.1% | -3,001.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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