+206.6%
C vs MS
+159.2%
+47.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.9% | +0.9% | -0.5% |
| 7D | -5.3% | -3.4% | -1.9% | -2.8% |
| 30D | -7.3% | -3.9% | -3.4% | -4.6% |
| 3M | -13.5% | -15.9% | +2.4% | -1.4% |
| 6M | -6.5% | -2.5% | -4.0% | -5.6% |
| YTD | +3.6% | +5.1% | -1.5% | -1.4% |
| 1Y | +18.9% | +13.0% | +5.9% | +7.1% |
| All | +206.6% | +159.2% | +47.3% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling