+161.8%
MS vs ALL
+115.1%
+46.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.1% | -5.8% |
| 7D | -3.4% | +4.2% | -7.6% | -4.0% |
| 30D | -3.9% | +18.9% | -22.8% | -6.6% |
| 3M | -15.9% | +1.2% | -17.1% | -16.2% |
| 6M | -2.5% | +23.2% | -25.7% | -7.3% |
| YTD | +5.1% | +30.0% | -24.9% | -1.8% |
| 1Y | +13.0% | +39.6% | -26.7% | +3.1% |
| All | +161.8% | +115.1% | +46.7% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling