+161.8%
MS vs AA
+48.6%
+113.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.3% | -0.6% | -4.6% |
| 7D | -3.4% | -3.7% | +0.3% | -2.4% |
| 30D | -3.9% | -10.8% | +6.9% | -1.2% |
| 3M | -15.9% | -19.1% | +3.2% | -11.8% |
| 6M | -2.5% | -38.7% | +36.2% | +8.4% |
| YTD | +5.1% | -27.1% | +32.2% | +9.7% |
| 1Y | +13.0% | +8.3% | +4.6% | +5.2% |
| All | +161.8% | +48.6% | +113.3% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling