+532.2%
BE vs MS
+123.3%
+408.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.8% | -5.7% | -5.8% |
| 7D | +10.8% | +5.1% | +5.7% | +5.3% |
| 30D | -19.8% | +5.7% | -25.5% | -23.3% |
| 3M | -18.7% | -12.2% | -6.6% | -4.7% |
| 6M | -33.7% | -0.5% | -33.2% | -29.5% |
| YTD | +121.0% | +9.8% | +111.1% | +111.7% |
| 1Y | +85.4% | +17.7% | +67.7% | +67.1% |
| 3Y | +1,709.5% | +176.8% | +1,532.7% | +590.7% |
| All | +532.2% | +123.3% | +408.9% | +179.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling