+537.0%
MS vs A
+300.7%
+236.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | +0.4% |
| 7D | +3.7% | +0.7% | +3.0% | +3.3% |
| 30D | +2.0% | +0.8% | +1.2% | +1.6% |
| 3M | -12.6% | +16.9% | -29.4% | -19.7% |
| 6M | -0.3% | +53.8% | -54.0% | -22.1% |
| YTD | +9.0% | +28.1% | -19.1% | -6.5% |
| 1Y | +13.9% | +15.0% | -1.2% | +3.5% |
| 3Y | +173.6% | +63.1% | +110.5% | +93.6% |
| 5Y | +122.0% | +11.5% | +110.5% | +92.3% |
| All | +537.0% | +300.7% | +236.3% | +152.0% |
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