+95.6%
F vs MS
+802.6%
-707.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +5.3% | +1.4% | +4.0% | +4.4% |
| 30D | +4.6% | -0.3% | +4.8% | +4.7% |
| 3M | -3.7% | +0.3% | -4.0% | -4.6% |
| 6M | +16.8% | +31.3% | -14.5% | -3.0% |
| YTD | +15.3% | +24.7% | -9.4% | -1.8% |
| 1Y | +31.0% | +47.9% | -16.9% | -0.5% |
| 3Y | +45.4% | +178.3% | -132.9% | -30.2% |
| 5Y | +54.7% | +144.9% | -90.2% | -20.0% |
| All | +95.6% | +802.6% | -707.0% | -55.9% |
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 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