+632.4%
MS vs A
+457.0%
+175.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +1.4% | -1.9% | +3.3% | +2.3% |
| 30D | -0.3% | +6.9% | -7.2% | -3.7% |
| 3M | +0.3% | +9.2% | -8.9% | -4.8% |
| 6M | +31.3% | +25.7% | +5.7% | +15.0% |
| YTD | +24.7% | +11.5% | +13.1% | +15.6% |
| 1Y | +47.9% | +18.4% | +29.6% | +32.2% |
| 3Y | +178.3% | +26.6% | +151.7% | +133.7% |
| 5Y | +144.9% | -12.8% | +157.7% | +141.6% |
| 10Y | +804.5% | +247.2% | +557.4% | +344.3% |
| All | +632.4% | +457.0% | +175.4% | +143.1% |
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