+803.2%
MS vs ITOT
+293.9%
+509.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.3% |
| 7D | +1.7% | -0.4% | +2.0% | +2.2% |
| 30D | 0.0% | -1.6% | +1.6% | +2.1% |
| 3M | +3.0% | +3.5% | -0.6% | -1.5% |
| 6M | +35.7% | +13.1% | +22.6% | +15.9% |
| YTD | +23.3% | +12.7% | +10.6% | +6.1% |
| 1Y | +44.7% | +18.3% | +26.4% | +17.0% |
| 3Y | +178.0% | +76.4% | +101.6% | +35.8% |
| 5Y | +143.2% | +73.8% | +69.4% | +20.6% |
| 10Y | +803.2% | +301.2% | +502.0% | +25.6% |
| All | +803.2% | +293.9% | +509.3% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 10y: compounded portfolio wealth divided by compounded ITOT 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…
10y analysis · Full analysis span regression · 6 months rolling