+145.1%
MS vs IP
-17.2%
+162.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.5% |
| 7D | +1.4% | -5.3% | +6.6% | +3.3% |
| 30D | -0.3% | -10.9% | +10.6% | +3.8% |
| 3M | +0.3% | +11.2% | -10.9% | -4.7% |
| 6M | +31.3% | -10.2% | +41.6% | +34.5% |
| YTD | +24.7% | -2.0% | +26.6% | +22.4% |
| 1Y | +47.9% | -19.1% | +67.0% | +56.0% |
| 3Y | +178.3% | +20.9% | +157.5% | +135.6% |
| All | +145.1% | -17.2% | +162.3% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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