+0.3%
C vs MS
+3.3%
-3.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.6% | -1.1% |
| 7D | +1.1% | +2.6% | -1.6% | -0.7% |
| 30D | -2.4% | +2.6% | -5.0% | -4.0% |
| 3M | -8.4% | -10.1% | +1.7% | -1.9% |
| 6M | +0.3% | +4.4% | -4.0% | -2.1% |
| All | +0.3% | +3.3% | -3.0% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling