+114.0%
MS vs FIX
+929.6%
-815.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.6% | +5.6% | -2.8% |
| 7D | -3.4% | -27.2% | +23.8% | +4.5% |
| 30D | -3.9% | -46.9% | +43.0% | +13.1% |
| 3M | -15.9% | -44.4% | +28.5% | -2.8% |
| 6M | -2.5% | -50.9% | +48.4% | +15.5% |
| YTD | +5.1% | +3.5% | +1.6% | -1.6% |
| 1Y | +13.0% | -2.1% | +15.1% | +7.1% |
| 3Y | +160.7% | +418.7% | -258.1% | +26.1% |
| 5Y | +114.0% | +894.6% | -780.5% | -26.4% |
| All | +114.0% | +929.6% | -815.6% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling