+6,244.8%
MS vs IP
+265.6%
+5,979.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.5% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | 0.0% | -11.2% | +11.2% | +6.8% |
| 3M | +2.4% | +12.3% | -9.9% | -6.3% |
| 6M | +36.4% | -5.2% | +41.6% | +35.3% |
| YTD | +23.8% | -4.0% | +27.8% | +20.4% |
| 1Y | +48.6% | -19.2% | +67.8% | +57.3% |
| 3Y | +179.1% | +20.3% | +158.8% | +119.8% |
| 5Y | +144.8% | -17.5% | +162.3% | +136.6% |
| 10Y | +794.2% | +21.2% | +773.0% | +557.1% |
| All | +6,244.8% | +265.6% | +5,979.2% | +2,290.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling