+3,490.2%
MS vs IT
+6,493.7%
-3,003.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.5% | -4.4% |
| 7D | -3.4% | -12.0% | +8.6% | +0.6% |
| 30D | -3.9% | +7.1% | -11.0% | -7.1% |
| 3M | -15.9% | +6.3% | -22.2% | -19.3% |
| 6M | -2.5% | +32.5% | -35.0% | -16.5% |
| YTD | +5.1% | -21.5% | +26.6% | +6.4% |
| 1Y | +13.0% | -16.5% | +29.4% | +11.5% |
| 3Y | +160.7% | -48.8% | +209.5% | +197.7% |
| 5Y | +114.0% | -40.2% | +154.3% | +126.9% |
| 10Y | +637.5% | +112.1% | +525.4% | +377.3% |
| All | +3,490.2% | +6,493.7% | -3,003.5% | +1,026.4% |
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