+15,692.2%
MA vs MS
+474.1%
+15,218.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.9% | +3.5% | -0.5% |
| 7D | +3.2% | -3.4% | +6.6% | +4.4% |
| 30D | +15.9% | -3.9% | +19.9% | +17.4% |
| 3M | +15.2% | -15.9% | +31.1% | +21.8% |
| 6M | +32.4% | -2.5% | +34.9% | +32.2% |
| YTD | +15.6% | +5.1% | +10.5% | +11.9% |
| 1Y | +19.3% | +13.0% | +6.4% | +12.5% |
| 3Y | +73.0% | +160.7% | -87.7% | +19.8% |
| 5Y | +93.7% | +114.0% | -20.3% | +42.4% |
| 10Y | +575.0% | +637.5% | -62.5% | +222.5% |
| All | +15,692.2% | +474.1% | +15,218.1% | +6,982.5% |
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 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