+13.9%
MS vs AHR
+22.0%
-8.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +3.7% | +4.6% | -1.0% | +3.8% |
| 30D | +2.0% | +11.6% | -9.7% | +2.2% |
| 3M | -12.6% | +12.0% | -24.6% | -12.3% |
| 6M | -0.3% | +15.0% | -15.3% | +0.5% |
| YTD | +9.0% | +26.5% | -17.5% | +8.2% |
| 1Y | +13.9% | +25.0% | -11.1% | +13.4% |
| All | +13.9% | +22.0% | -8.2% | +13.4% |
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