+701.6%
BE vs MS
+390.0%
+311.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.2% | -10.6% | -10.5% |
| 7D | -12.1% | +2.6% | -14.8% | -14.6% |
| 30D | -30.1% | +2.6% | -32.7% | -31.4% |
| 3M | -12.1% | -10.1% | -2.1% | -1.8% |
| 6M | -30.6% | +4.4% | -34.9% | -30.7% |
| YTD | +130.6% | +11.7% | +118.9% | +115.7% |
| 1Y | +55.3% | +20.9% | +34.3% | +36.7% |
| 3Y | +1,755.6% | +177.1% | +1,578.4% | +658.2% |
| 5Y | +564.5% | +127.7% | +436.7% | +227.5% |
| All | +701.6% | +390.0% | +311.6% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling