+1,411.6%
MS vs INDA
+115.1%
+1,296.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | +0.7% | +0.7% | +0.9% |
| 30D | -0.3% | -0.8% | +0.5% | +0.3% |
| 3M | +0.3% | +3.9% | -3.6% | -2.5% |
| 6M | +31.3% | -0.7% | +32.1% | +31.8% |
| YTD | +24.7% | -7.7% | +32.3% | +31.7% |
| 1Y | +47.9% | -5.1% | +53.0% | +53.1% |
| 3Y | +178.3% | +13.6% | +164.7% | +151.7% |
| 5Y | +144.9% | +7.8% | +137.1% | +130.4% |
| 10Y | +804.5% | +84.6% | +719.9% | +469.2% |
| All | +1,411.6% | +115.1% | +1,296.5% | +743.7% |
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