+1,167.4%
MS vs INDA
+119.4%
+1,048.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.8% |
| 7D | -1.6% | +6.6% | -8.2% | -6.0% |
| 30D | -3.8% | +10.4% | -14.1% | -10.4% |
| 3M | -14.6% | +1.5% | -16.1% | -15.6% |
| 6M | -5.1% | +1.7% | -6.8% | -6.3% |
| YTD | +4.5% | -5.8% | +10.4% | +8.8% |
| 1Y | +13.5% | -5.1% | +18.6% | +17.5% |
| 3Y | +160.4% | +16.0% | +144.4% | +131.8% |
| 5Y | +112.9% | +9.3% | +103.6% | +98.1% |
| 10Y | +633.4% | +102.1% | +531.3% | +335.7% |
| All | +1,167.4% | +119.4% | +1,048.0% | +597.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling