+542.0%
MS vs IBKR
+842.7%
-300.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +5.1% | +7.9% | -2.8% | +0.6% |
| 30D | +5.7% | -2.8% | +8.5% | +7.0% |
| 3M | -12.2% | -10.5% | -1.7% | -7.5% |
| 6M | -0.5% | -3.7% | +3.2% | +0.1% |
| YTD | +9.8% | +27.6% | -17.7% | -6.5% |
| 1Y | +17.7% | +22.5% | -4.8% | +2.4% |
| 3Y | +176.8% | +307.2% | -130.4% | +11.7% |
| 5Y | +123.7% | +357.7% | -234.0% | -19.6% |
| All | +542.0% | +842.7% | -300.7% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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