+122.9%
MS vs INDA
+8.7%
+114.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +5.1% | +1.1% | +4.0% | +4.2% |
| 30D | +5.7% | +9.4% | -3.7% | -1.7% |
| 3M | -12.2% | +2.9% | -15.1% | -14.2% |
| 6M | -0.5% | +7.2% | -7.7% | -6.0% |
| YTD | +9.8% | -4.8% | +14.6% | +14.1% |
| 1Y | +17.7% | -5.1% | +22.8% | +22.5% |
| 3Y | +176.8% | +16.7% | +160.2% | +134.0% |
| All | +122.9% | +8.7% | +114.2% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling