+13.5%
MS vs AA
+10.6%
+2.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -1.1% |
| 7D | -1.6% | +0.9% | -2.4% | -1.7% |
| 30D | -3.8% | -6.7% | +2.9% | -2.6% |
| 3M | -14.6% | -16.3% | +1.7% | -12.1% |
| 6M | -5.1% | -37.1% | +32.0% | +1.6% |
| YTD | +4.5% | -25.0% | +29.5% | +4.4% |
| 1Y | +13.5% | +8.6% | +5.0% | -0.5% |
| All | +13.5% | +10.6% | +2.9% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling