+169.7%
MS vs AHR
+364.8%
-195.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +2.5% | -3.4% | +5.9% | +3.2% |
| 30D | 0.0% | -3.8% | +3.7% | +0.7% |
| 3M | +2.4% | +20.1% | -17.6% | -2.4% |
| 6M | +36.4% | +7.1% | +29.3% | +33.5% |
| YTD | +23.8% | +17.2% | +6.6% | +17.7% |
| 1Y | +48.6% | +30.4% | +18.2% | +36.1% |
| All | +169.7% | +364.8% | -195.1% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling