+5,285.6%
MS vs AA
+187.9%
+5,097.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.3% | -0.6% | -3.7% |
| 7D | -3.4% | -3.7% | +0.3% | -1.7% |
| 30D | -3.9% | -10.8% | +6.9% | +0.9% |
| 3M | -15.9% | -19.1% | +3.2% | -8.7% |
| 6M | -2.5% | -38.7% | +36.2% | +17.1% |
| YTD | +5.1% | -27.1% | +32.2% | +13.7% |
| 1Y | +13.0% | +8.3% | +4.6% | +2.0% |
| 3Y | +160.7% | +49.6% | +111.1% | +83.1% |
| 5Y | +114.0% | -15.5% | +129.5% | +64.6% |
| 10Y | +637.5% | +60.9% | +576.6% | +194.6% |
| All | +5,285.6% | +187.9% | +5,097.8% | +1,736.4% |
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