+808.5%
MS vs AA
+115.8%
+692.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -0.3% | +5.0% | -5.2% | -2.0% |
| 3M | +0.3% | -35.8% | +36.1% | +13.0% |
| 6M | +31.3% | -18.4% | +49.7% | +35.9% |
| YTD | +24.7% | -5.5% | +30.1% | +22.5% |
| 1Y | +47.9% | +61.0% | -13.0% | +22.1% |
| 3Y | +178.3% | +66.2% | +112.1% | +114.3% |
| 5Y | +144.9% | +11.4% | +133.5% | +90.5% |
| All | +808.5% | +115.8% | +692.7% | +303.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling