+6,288.2%
MS vs AA
+273.5%
+6,014.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -0.3% | +5.0% | -5.2% | -2.9% |
| 3M | +0.3% | -35.8% | +36.1% | +19.3% |
| 6M | +31.3% | -18.4% | +49.7% | +37.6% |
| YTD | +24.7% | -5.5% | +30.1% | +21.0% |
| 1Y | +47.9% | +61.0% | -13.0% | +11.1% |
| 3Y | +178.3% | +66.2% | +112.1% | +86.1% |
| 5Y | +144.9% | +11.4% | +133.5% | +64.3% |
| 10Y | +804.5% | +116.9% | +687.7% | +214.6% |
| All | +6,288.2% | +273.5% | +6,014.7% | +1,853.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling