+911.5%
BE vs MS
+446.7%
+464.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.1% |
| 7D | +20.0% | +1.4% | +18.6% | +18.5% |
| 30D | +7.9% | -0.3% | +8.2% | +8.3% |
| 3M | -13.2% | +0.3% | -13.5% | -11.2% |
| 6M | +53.5% | +31.3% | +22.1% | +22.0% |
| YTD | +191.0% | +24.7% | +166.4% | +143.1% |
| 1Y | +360.5% | +47.9% | +312.6% | +233.6% |
| 3Y | +1,568.0% | +178.3% | +1,389.7% | +569.8% |
| 5Y | +1,055.2% | +144.9% | +910.3% | +426.6% |
| All | +911.5% | +446.7% | +464.8% | +119.4% |
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 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