+577.8%
C vs MS
+6,088.6%
-5,510.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +3.6% | +1.4% | +2.3% | +2.7% |
| 30D | +0.1% | -0.3% | +0.3% | +0.2% |
| 3M | +2.4% | +0.3% | +2.1% | +2.0% |
| 6M | +24.9% | +31.3% | -6.4% | +4.2% |
| YTD | +19.8% | +24.7% | -4.9% | +3.5% |
| 1Y | +44.9% | +47.9% | -3.1% | +11.8% |
| 3Y | +263.0% | +178.3% | +84.6% | +84.2% |
| 5Y | +129.5% | +144.9% | -15.4% | +25.9% |
| 10Y | +291.6% | +804.5% | -512.9% | -3.5% |
| All | +577.8% | +6,088.6% | -5,510.8% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling