+59.6%
MS vs ADVB
-97.6%
+157.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.5% | +3.6% | -5.8% |
| 7D | -3.4% | -28.0% | +24.6% | -3.0% |
| 30D | -3.9% | -70.2% | +66.3% | -2.7% |
| 3M | -15.9% | -76.1% | +60.2% | -14.7% |
| 6M | -2.5% | -72.3% | +69.8% | -2.5% |
| YTD | +5.1% | -67.5% | +72.6% | +4.0% |
| 1Y | +13.0% | -78.6% | +91.5% | +13.3% |
| All | +59.6% | -97.6% | +157.2% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling