+160.4%
MS vs IT
-51.0%
+211.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.1% |
| 7D | -1.6% | -16.9% | +15.4% | +0.2% |
| 30D | -3.8% | +2.3% | -6.1% | -4.3% |
| 3M | -14.6% | +2.9% | -17.5% | -15.4% |
| 6M | -5.1% | +25.9% | -30.9% | -9.2% |
| YTD | +4.5% | -24.6% | +29.2% | +10.6% |
| 1Y | +13.5% | -16.0% | +29.6% | +16.7% |
| 3Y | +160.4% | -51.6% | +212.0% | +222.2% |
| All | +160.4% | -51.0% | +211.4% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling