+13.5%
MS vs ALL
+28.6%
-15.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +3.9% | -0.9% |
| 7D | -1.6% | -1.9% | +0.4% | -1.7% |
| 30D | -3.8% | +13.8% | -17.6% | -2.1% |
| 3M | -14.6% | -7.0% | -7.6% | -15.6% |
| 6M | -5.1% | +18.0% | -23.1% | -4.1% |
| YTD | +4.5% | +24.2% | -19.7% | +5.5% |
| 1Y | +13.5% | +31.2% | -17.6% | +15.2% |
| All | +13.5% | +28.6% | -15.0% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling