+307.0%
MS vs IBKR
+1,197.8%
-890.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +5.1% | +7.9% | -2.8% | -0.5% |
| 30D | +5.7% | -2.8% | +8.5% | +7.2% |
| 3M | -12.2% | -10.5% | -1.7% | -6.4% |
| 6M | -0.5% | -3.7% | +3.2% | -0.2% |
| YTD | +9.8% | +27.6% | -17.7% | -11.3% |
| 1Y | +17.7% | +22.5% | -4.8% | -2.3% |
| 3Y | +176.8% | +307.2% | -130.4% | -13.9% |
| 5Y | +123.7% | +357.7% | -234.0% | -40.2% |
| 10Y | +556.3% | +846.8% | -290.5% | -13.2% |
| All | +307.0% | +1,197.8% | -890.8% | -70.6% |
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