-11.4%
F vs MS
+110.9%
-122.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | +2.6% |
| 7D | +1.4% | -3.4% | +4.8% | +3.4% |
| 30D | +2.0% | -3.9% | +5.9% | +4.2% |
| 3M | -10.4% | -15.9% | +5.5% | -0.6% |
| 6M | +9.7% | -2.5% | +12.2% | +9.5% |
| YTD | -1.2% | +5.1% | -6.3% | -7.0% |
| 1Y | 0.0% | +13.0% | -12.9% | -10.5% |
| 3Y | +41.1% | +160.7% | -119.6% | -35.8% |
| 5Y | -11.4% | +114.0% | -125.5% | -55.1% |
| All | -11.4% | +110.9% | -122.4% | -55.1% |
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 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