+223.5%
C vs MS
+616.2%
-392.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.0% |
| 7D | -2.4% | -1.6% | -0.8% | -1.2% |
| 30D | -6.0% | -3.8% | -2.2% | -3.1% |
| 3M | -10.5% | -14.6% | +4.1% | +1.9% |
| 6M | -5.7% | -5.1% | -0.6% | -2.4% |
| YTD | +4.1% | +4.5% | -0.4% | -0.9% |
| 1Y | +20.5% | +13.5% | +6.9% | +6.7% |
| 3Y | +208.1% | +160.4% | +47.7% | +30.5% |
| 5Y | +110.4% | +112.9% | -2.4% | +3.6% |
| All | +223.5% | +616.2% | -392.6% | -43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling