+5,626.0%
MS vs IP
+257.2%
+5,368.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.4% |
| 7D | +2.6% | +3.4% | -0.8% | +0.5% |
| 30D | +2.6% | +11.2% | -8.6% | -3.8% |
| 3M | -10.1% | -14.8% | +4.7% | -2.4% |
| 6M | +4.4% | +17.3% | -12.9% | -7.7% |
| YTD | +11.7% | -6.2% | +17.9% | +9.4% |
| 1Y | +20.9% | +2.3% | +18.6% | +11.9% |
| 3Y | +177.1% | +17.7% | +159.5% | +119.9% |
| 5Y | +127.7% | -8.4% | +136.2% | +105.8% |
| 10Y | +684.1% | +32.1% | +652.0% | +444.5% |
| All | +5,626.0% | +257.2% | +5,368.8% | +2,071.8% |
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