+160.4%
MS vs ITOT
+74.2%
+86.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -1.1% |
| 7D | -1.6% | -2.7% | +1.1% | +2.1% |
| 30D | -3.8% | -5.2% | +1.4% | +3.4% |
| 3M | -14.6% | -4.4% | -10.2% | -9.2% |
| 6M | -5.1% | +0.4% | -5.5% | -5.2% |
| YTD | +4.5% | +8.8% | -4.3% | -5.5% |
| 1Y | +13.5% | +11.0% | +2.5% | +0.1% |
| 3Y | +160.4% | +74.4% | +86.0% | +30.5% |
| All | +160.4% | +74.2% | +86.2% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling