+19.3%
MA vs MS
+13.9%
+5.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.9% | +3.5% | -1.8% |
| 7D | +3.2% | -3.4% | +6.6% | +3.6% |
| 30D | +15.9% | -3.9% | +19.9% | +16.5% |
| 3M | +15.2% | -15.9% | +31.1% | +17.1% |
| 6M | +32.4% | -2.5% | +34.9% | +30.1% |
| YTD | +15.6% | +5.1% | +10.5% | +10.9% |
| 1Y | +19.3% | +13.0% | +6.4% | +11.5% |
| All | +19.3% | +13.9% | +5.5% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling