+122.9%
MS vs IT
-42.2%
+165.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | +5.1% | +1.1% | +4.0% | +4.9% |
| 30D | +5.7% | -1.8% | +7.5% | +5.5% |
| 3M | -12.2% | +4.8% | -17.0% | -14.1% |
| 6M | -0.5% | +33.0% | -33.5% | -9.9% |
| YTD | +9.8% | -23.8% | +33.7% | +16.4% |
| 1Y | +17.7% | -16.5% | +34.2% | +20.6% |
| 3Y | +176.8% | -53.6% | +230.5% | +250.4% |
| All | +122.9% | -42.2% | +165.1% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling