+16,095.7%
MA vs MS
+510.4%
+15,585.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.2% | -0.3% | +2.5% |
| 7D | +10.2% | +2.6% | +7.6% | +9.2% |
| 30D | +19.3% | +2.6% | +16.7% | +18.1% |
| 3M | +18.0% | -10.1% | +28.1% | +22.0% |
| 6M | +33.7% | +4.4% | +29.3% | +30.5% |
| YTD | +18.6% | +11.7% | +6.9% | +12.4% |
| 1Y | +22.5% | +20.9% | +1.5% | +12.9% |
| 3Y | +77.4% | +177.1% | -99.7% | +20.3% |
| 5Y | +106.6% | +127.7% | -21.1% | +48.7% |
| 10Y | +592.2% | +684.1% | -91.9% | +224.0% |
| All | +16,095.7% | +510.4% | +15,585.3% | +7,015.8% |
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 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