+122.2%
MS vs IT
-42.9%
+165.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | +0.8% | -7.5% | +8.3% | +2.4% |
| 30D | -0.7% | -1.2% | +0.5% | -1.0% |
| 3M | -12.4% | -2.2% | -10.2% | -13.0% |
| 6M | -1.7% | +19.1% | -20.8% | -8.3% |
| YTD | +8.0% | -25.1% | +33.2% | +14.9% |
| 1Y | +16.2% | -17.4% | +33.6% | +19.2% |
| 3Y | +171.3% | -54.1% | +225.4% | +243.5% |
| All | +122.2% | -42.9% | +165.1% | +140.2% |
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 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