+122.9%
MS vs A
+11.8%
+111.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | +5.1% | -0.5% | +5.5% | +5.3% |
| 30D | +5.7% | 0.0% | +5.7% | +5.8% |
| 3M | -12.2% | +16.7% | -28.9% | -17.5% |
| 6M | -0.5% | +54.8% | -55.3% | -17.5% |
| YTD | +9.8% | +28.8% | -19.0% | -1.9% |
| 1Y | +17.7% | +19.3% | -1.6% | +8.5% |
| 3Y | +176.8% | +65.5% | +111.3% | +111.4% |
| All | +122.9% | +11.8% | +111.1% | +81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling