+542.0%
MS vs ALL
+377.9%
+164.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +5.1% | +5.0% | 0.0% | +2.1% |
| 30D | +5.7% | +13.3% | -7.7% | -1.9% |
| 3M | -12.2% | +3.2% | -15.3% | -14.2% |
| 6M | -0.5% | +25.3% | -25.8% | -15.2% |
| YTD | +9.8% | +30.5% | -20.6% | -9.5% |
| 1Y | +17.7% | +29.2% | -11.5% | -2.6% |
| 3Y | +176.8% | +119.1% | +57.7% | +52.7% |
| 5Y | +123.7% | +162.6% | -38.9% | +1.1% |
| All | +542.0% | +377.9% | +164.0% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling