+578.8%
MS vs INDA
+104.1%
+474.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.1% | +2.3% |
| 7D | +0.7% | +6.1% | -5.4% | -3.7% |
| 30D | -0.9% | +11.7% | -12.6% | -9.1% |
| 3M | -13.0% | +2.1% | -15.0% | -14.4% |
| 6M | -2.0% | +3.2% | -5.1% | -4.4% |
| YTD | +7.8% | -4.9% | +12.7% | +11.7% |
| 1Y | +17.9% | -4.4% | +22.2% | +21.6% |
| 3Y | +174.8% | +17.6% | +157.2% | +138.9% |
| 5Y | +119.9% | +9.9% | +110.0% | +101.6% |
| 10Y | +578.8% | +102.7% | +476.1% | +310.2% |
| All | +578.8% | +104.1% | +474.8% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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