+3,651.0%
MS vs IT
+6,324.9%
-2,673.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +0.9% |
| 7D | -1.7% | -6.8% | +5.1% | +0.7% |
| 30D | +0.9% | -0.6% | +1.5% | +0.3% |
| 3M | -10.8% | +3.1% | -13.9% | -13.5% |
| 6M | +0.9% | +25.5% | -24.6% | -11.8% |
| YTD | +9.8% | -23.5% | +33.3% | +12.2% |
| 1Y | +17.1% | -16.6% | +33.7% | +15.7% |
| 3Y | +175.7% | -53.1% | +228.8% | +225.2% |
| 5Y | +125.9% | -41.4% | +167.3% | +141.0% |
| 10Y | +556.2% | +90.9% | +465.2% | +340.4% |
| All | +3,651.0% | +6,324.9% | -2,673.9% | +1,087.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling