+13.0%
MS vs ADVB
-79.1%
+92.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.5% | +3.6% | -5.9% |
| 7D | -3.4% | -28.0% | +24.6% | -3.2% |
| 30D | -3.9% | -70.2% | +66.3% | -3.3% |
| 3M | -15.9% | -76.1% | +60.2% | -15.3% |
| 6M | -2.5% | -72.3% | +69.8% | -2.6% |
| YTD | +5.1% | -67.5% | +72.6% | +4.5% |
| 1Y | +13.0% | -78.6% | +91.5% | +19.9% |
| All | +13.0% | -79.1% | +92.0% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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