+578.8%
MS vs AA
+64.5%
+514.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.8% | -2.6% | +1.4% |
| 7D | +0.7% | +4.8% | -4.1% | -0.6% |
| 30D | -0.9% | -0.6% | -0.3% | -0.8% |
| 3M | -13.0% | -16.3% | +3.3% | -8.8% |
| 6M | -2.0% | -33.4% | +31.4% | +8.5% |
| YTD | +7.8% | -20.7% | +28.5% | +11.3% |
| 1Y | +17.9% | +12.9% | +4.9% | +9.0% |
| 3Y | +174.8% | +75.7% | +99.1% | +108.3% |
| 5Y | +119.9% | -6.8% | +126.7% | +82.1% |
| 10Y | +578.8% | +53.6% | +525.2% | +238.5% |
| All | +578.8% | +64.5% | +514.4% | +238.5% |
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