-15.8%
F vs MS
+111.6%
-127.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +1.6% | -1.6% | +3.1% | +2.4% |
| 30D | +2.6% | -3.8% | +6.4% | +4.7% |
| 3M | -8.8% | -14.6% | +5.8% | +0.1% |
| 6M | +4.6% | -5.1% | +9.7% | +6.2% |
| YTD | -1.9% | +4.5% | -6.4% | -7.4% |
| 1Y | -0.8% | +13.5% | -14.3% | -11.6% |
| 3Y | +43.5% | +160.4% | -116.9% | -34.7% |
| All | -15.8% | +111.6% | -127.4% | -57.2% |
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