+145.1%
MS vs IT
-40.5%
+185.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.3% |
| 7D | +1.4% | -6.0% | +7.4% | +2.7% |
| 30D | -0.3% | 0.0% | -0.3% | -0.5% |
| 3M | +0.3% | +13.1% | -12.8% | -3.8% |
| 6M | +31.3% | +11.7% | +19.6% | +25.2% |
| YTD | +24.7% | -26.1% | +50.8% | +34.3% |
| 1Y | +47.9% | -21.3% | +69.2% | +54.0% |
| 3Y | +178.3% | -46.7% | +225.1% | +229.1% |
| All | +145.1% | -40.5% | +185.6% | +162.1% |
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