+44.7%
MS vs AHR
+28.9%
+15.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.4% |
| 7D | +1.7% | -4.3% | +6.0% | +1.6% |
| 30D | 0.0% | -3.1% | +3.1% | 0.0% |
| 3M | +3.0% | +15.7% | -12.7% | +2.0% |
| 6M | +35.7% | +4.1% | +31.6% | +36.0% |
| YTD | +23.3% | +15.4% | +7.9% | +21.5% |
| 1Y | +44.7% | +28.0% | +16.7% | +34.0% |
| All | +44.7% | +28.9% | +15.8% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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