+67.3%
F vs MS
+549.7%
-482.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -3.1% | +5.1% | -8.2% | -6.1% |
| 30D | 0.0% | +5.7% | -5.6% | -3.8% |
| 3M | -13.2% | -12.2% | -1.0% | -6.3% |
| 6M | -10.2% | -0.5% | -9.7% | -11.4% |
| YTD | -4.9% | +9.8% | -14.8% | -12.8% |
| 1Y | -6.1% | +17.7% | -23.8% | -17.8% |
| 3Y | +46.0% | +176.8% | -130.9% | -30.7% |
| 5Y | -15.7% | +123.7% | -139.4% | -54.2% |
| All | +67.3% | +549.7% | -482.4% | -55.6% |
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