+33.2%
BE vs MS
+17.1%
+16.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.8% |
| 7D | -13.4% | +0.8% | -14.1% | -13.9% |
| 30D | -33.9% | -0.7% | -33.2% | -32.0% |
| 3M | -12.0% | -12.4% | +0.4% | +9.9% |
| 6M | -29.0% | -1.7% | -27.2% | -20.3% |
| YTD | +113.4% | +8.0% | +105.4% | +95.3% |
| 1Y | +33.2% | +16.2% | +17.0% | +1.8% |
| All | +33.2% | +17.1% | +16.1% | +1.8% |
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