+639.4%
MS vs IAG
+308.0%
+331.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -6.0% |
| 7D | -3.4% | +4.5% | -7.9% | -3.8% |
| 30D | -3.9% | -5.7% | +1.8% | -3.5% |
| 3M | -15.9% | +10.1% | -26.0% | -16.8% |
| 6M | -2.5% | +7.3% | -9.8% | -3.5% |
| YTD | +5.1% | +6.1% | -1.0% | +3.4% |
| 1Y | +13.0% | +46.8% | -33.9% | +8.2% |
| 3Y | +160.7% | +573.1% | -412.4% | +116.9% |
| 5Y | +114.0% | +477.6% | -363.5% | +74.7% |
| 10Y | +637.5% | +315.7% | +321.8% | +477.9% |
| All | +639.4% | +308.0% | +331.4% | +380.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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