+114.0%
MS vs IP
-12.5%
+126.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.0% | -2.0% | -4.5% |
| 7D | -3.4% | -5.0% | +1.6% | -1.6% |
| 30D | -3.9% | +6.5% | -10.4% | -6.2% |
| 3M | -15.9% | -18.0% | +2.1% | -10.1% |
| 6M | -2.5% | +10.3% | -12.8% | -7.6% |
| YTD | +5.1% | -9.9% | +15.0% | +6.0% |
| 1Y | +13.0% | -1.1% | +14.0% | +9.2% |
| 3Y | +160.7% | +13.0% | +147.7% | +123.6% |
| 5Y | +114.0% | -12.3% | +126.3% | +108.5% |
| All | +114.0% | -12.5% | +126.5% | +108.5% |
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