+145.1%
MS vs FIX
+2,061.9%
-1,916.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | +1.4% | +6.0% | -4.7% | -0.3% |
| 30D | -0.3% | -7.2% | +7.0% | +1.6% |
| 3M | +0.3% | -15.9% | +16.1% | +4.1% |
| 6M | +31.3% | +12.7% | +18.6% | +23.8% |
| YTD | +24.7% | +72.8% | -48.1% | +2.8% |
| 1Y | +47.9% | +122.9% | -75.0% | +11.0% |
| 3Y | +178.3% | +774.3% | -596.0% | +17.9% |
| All | +145.1% | +2,061.9% | -1,916.9% | -36.6% |
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