+43.3%
MA vs MS
+178.0%
-134.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.7% | +1.4% | -4.1% | -3.0% |
| 30D | +1.5% | -0.3% | +1.8% | +1.5% |
| 3M | +20.4% | +0.3% | +20.1% | +19.8% |
| 6M | +11.1% | +31.3% | -20.2% | +1.8% |
| YTD | +2.0% | +24.7% | -22.7% | -5.4% |
| 1Y | -2.2% | +47.9% | -50.1% | -14.0% |
| All | +43.3% | +178.0% | -134.8% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling