+553.7%
MS vs INDA
+104.9%
+448.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.2% |
| 7D | +0.8% | +6.2% | -5.4% | -3.8% |
| 30D | -0.7% | +12.4% | -13.1% | -9.3% |
| 3M | -12.4% | +3.2% | -15.5% | -14.5% |
| 6M | -1.7% | +3.8% | -5.5% | -4.7% |
| YTD | +8.0% | -4.3% | +12.4% | +11.5% |
| 1Y | +16.2% | -4.5% | +20.7% | +20.0% |
| 3Y | +171.3% | +17.1% | +154.2% | +136.5% |
| 5Y | +124.8% | +11.0% | +113.7% | +104.3% |
| 10Y | +553.7% | +107.5% | +446.2% | +286.0% |
| All | +553.7% | +104.9% | +448.7% | +286.0% |
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