+171.3%
MS vs IBN
+57.6%
+113.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | +0.8% | +15.8% | -15.0% | -3.5% |
| 30D | -0.7% | +25.1% | -25.8% | -7.2% |
| 3M | -12.4% | +16.0% | -28.3% | -16.2% |
| 6M | -1.7% | +32.8% | -34.5% | -10.1% |
| YTD | +8.0% | +18.0% | -10.0% | +2.1% |
| 1Y | +16.2% | +15.9% | +0.3% | +10.3% |
| 3Y | +171.3% | +57.6% | +113.6% | +140.8% |
| All | +171.3% | +57.6% | +113.7% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling