+207.0%
C vs MS
+549.7%
-342.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.7% |
| 7D | +4.2% | +5.1% | -0.9% | -0.1% |
| 30D | +2.0% | +5.7% | -3.7% | -2.9% |
| 3M | -10.1% | -12.2% | +2.0% | 0.0% |
| 6M | +1.0% | -0.5% | +1.5% | +0.5% |
| YTD | +8.5% | +9.8% | -1.4% | -1.1% |
| 1Y | +25.7% | +17.7% | +8.0% | +8.0% |
| 3Y | +216.0% | +176.8% | +39.2% | +26.7% |
| 5Y | +112.3% | +123.7% | -11.4% | +0.1% |
| All | +207.0% | +549.7% | -342.7% | -43.9% |
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