+171.5%
MS vs AHR
+365.8%
-194.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.6% |
| 7D | +1.4% | -1.5% | +2.8% | +1.7% |
| 30D | -0.3% | -1.4% | +1.2% | 0.0% |
| 3M | +0.3% | +18.6% | -18.3% | -4.1% |
| 6M | +31.3% | +6.6% | +24.8% | +28.8% |
| YTD | +24.7% | +17.5% | +7.2% | +18.5% |
| 1Y | +47.9% | +30.9% | +17.1% | +35.3% |
| All | +171.5% | +365.8% | -194.3% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling