+517.5%
MS vs A
+535.2%
-17.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -4.5% |
| 7D | -3.4% | -5.2% | +1.8% | -0.8% |
| 30D | -3.9% | +1.4% | -5.4% | -4.5% |
| 3M | -15.9% | +21.9% | -37.8% | -24.1% |
| 6M | -2.5% | +46.7% | -49.1% | -20.9% |
| YTD | +5.1% | +27.2% | -22.1% | -8.9% |
| 1Y | +13.0% | +17.9% | -5.0% | +1.5% |
| 3Y | +160.7% | +61.1% | +99.5% | +93.8% |
| 5Y | +114.0% | +13.8% | +100.2% | +84.7% |
| 10Y | +637.5% | +318.8% | +318.6% | +229.9% |
| All | +517.5% | +535.2% | -17.8% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling