-2.5%
MS vs A
+49.4%
-51.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -5.6% |
| 7D | -3.4% | -5.2% | +1.8% | -2.8% |
| 30D | -3.9% | +1.4% | -5.4% | -3.7% |
| 3M | -15.9% | +21.9% | -37.8% | -16.3% |
| 6M | -2.5% | +46.7% | -49.1% | -3.8% |
| All | -2.5% | +49.4% | -51.9% | -3.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling