+410.4%
F vs MS
+5,117.3%
-4,707.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | +1.1% |
| 7D | +1.4% | -3.4% | +4.8% | +2.6% |
| 30D | +2.0% | -3.9% | +5.9% | +3.4% |
| 3M | -10.4% | -15.9% | +5.5% | -4.6% |
| 6M | +9.7% | -2.5% | +12.2% | +10.1% |
| YTD | -1.2% | +5.1% | -6.3% | -4.0% |
| 1Y | 0.0% | +13.0% | -12.9% | -5.4% |
| 3Y | +41.1% | +160.7% | -119.6% | -3.0% |
| 5Y | -11.4% | +114.0% | -125.5% | -34.1% |
| 10Y | +85.0% | +637.5% | -552.5% | -11.2% |
| All | +410.4% | +5,117.3% | -4,707.0% | +1.4% |
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