+578.8%
MS vs A
+328.7%
+250.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +1.5% |
| 7D | +0.7% | +4.8% | -4.0% | -1.6% |
| 30D | -0.9% | +5.6% | -6.6% | -3.6% |
| 3M | -13.0% | +23.6% | -36.6% | -22.4% |
| 6M | -2.0% | +56.4% | -58.3% | -24.0% |
| YTD | +7.8% | +33.4% | -25.6% | -9.3% |
| 1Y | +17.9% | +23.7% | -5.9% | +3.1% |
| 3Y | +174.8% | +71.0% | +103.8% | +89.8% |
| 5Y | +119.9% | +16.8% | +103.0% | +85.8% |
| 10Y | +578.8% | +323.8% | +255.1% | +165.1% |
| All | +578.8% | +328.7% | +250.1% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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