+3,494.0%
ANET vs MS
+549.7%
+2,944.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -5.0% |
| 7D | +15.5% | +5.1% | +10.4% | +12.4% |
| 30D | +1.0% | +5.7% | -4.7% | -1.7% |
| 3M | -3.1% | -12.2% | +9.1% | +4.7% |
| 6M | +40.2% | -0.5% | +40.7% | +41.5% |
| YTD | +50.6% | +9.8% | +40.7% | +43.0% |
| 1Y | +51.4% | +17.7% | +33.7% | +38.5% |
| 3Y | +275.3% | +176.8% | +98.5% | +118.1% |
| 5Y | +500.3% | +123.7% | +376.6% | +282.1% |
| All | +3,494.0% | +549.7% | +2,944.3% | +1,254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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