+554.8%
MA vs MS
+614.4%
-59.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -1.0% |
| 7D | -0.3% | +0.7% | -1.1% | -0.8% |
| 30D | +11.3% | -0.9% | +12.3% | +11.5% |
| 3M | +16.7% | -13.0% | +29.7% | +24.1% |
| 6M | +32.8% | -2.0% | +34.8% | +31.8% |
| YTD | +15.6% | +7.8% | +7.8% | +8.4% |
| 1Y | +19.6% | +17.9% | +1.7% | +7.0% |
| 3Y | +72.1% | +174.8% | -102.7% | -5.5% |
| 5Y | +96.0% | +119.9% | -23.8% | +18.9% |
| 10Y | +554.8% | +578.8% | -24.1% | +142.8% |
| All | +554.8% | +614.4% | -59.7% | +142.8% |
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