+130.7%
C vs MS
+145.3%
-14.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +3.6% | +1.4% | +2.3% | +2.5% |
| 30D | +0.1% | -0.3% | +0.3% | +0.2% |
| 3M | +2.4% | +0.3% | +2.1% | +1.8% |
| 6M | +24.9% | +31.3% | -6.4% | +0.5% |
| YTD | +19.8% | +24.7% | -4.9% | +0.4% |
| 1Y | +44.9% | +47.9% | -3.1% | +6.4% |
| 3Y | +263.0% | +178.3% | +84.6% | +64.1% |
| All | +130.7% | +145.3% | -14.6% | +9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling