+358.8%
MS vs IBKR
+1,343.5%
-984.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.6% |
| 7D | +2.5% | +0.6% | +1.8% | +1.9% |
| 30D | 0.0% | +3.7% | -3.7% | -3.3% |
| 3M | +2.4% | +4.2% | -1.8% | -1.7% |
| 6M | +36.4% | +36.6% | -0.3% | +6.6% |
| YTD | +23.8% | +41.9% | -18.1% | -6.5% |
| 1Y | +48.6% | +49.5% | -0.9% | +6.6% |
| 3Y | +179.1% | +291.3% | -112.2% | -9.5% |
| 5Y | +144.8% | +492.7% | -347.9% | -46.1% |
| 10Y | +794.2% | +994.0% | -199.8% | +6.9% |
| All | +358.8% | +1,343.5% | -984.6% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling