+124.8%
MS vs A
+15.8%
+109.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | +0.8% | +1.4% | -0.6% | +0.3% |
| 30D | -0.7% | +4.3% | -5.0% | -2.2% |
| 3M | -12.4% | +19.8% | -32.2% | -18.5% |
| 6M | -1.7% | +54.4% | -56.1% | -18.4% |
| YTD | +8.0% | +31.7% | -23.7% | -4.3% |
| 1Y | +16.2% | +22.4% | -6.2% | +6.1% |
| 3Y | +171.3% | +67.7% | +103.6% | +106.5% |
| 5Y | +124.8% | +15.7% | +109.0% | +82.0% |
| All | +124.8% | +15.8% | +109.0% | +82.0% |
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 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