+360.5%
BE vs MS
+49.4%
+311.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.0% |
| 7D | +20.0% | +1.4% | +18.6% | +17.7% |
| 30D | +7.9% | -0.3% | +8.2% | +8.4% |
| 3M | -13.2% | +0.3% | -13.5% | -11.1% |
| 6M | +53.5% | +31.3% | +22.1% | +10.9% |
| YTD | +191.0% | +24.7% | +166.4% | +119.6% |
| 1Y | +360.5% | +47.9% | +312.6% | +173.9% |
| All | +360.5% | +49.4% | +311.1% | +173.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling