+171.3%
MS vs ALL
+114.3%
+57.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | -0.2% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -0.7% | +13.8% | -14.5% | -2.7% |
| 3M | -12.4% | -2.8% | -9.6% | -12.0% |
| 6M | -1.7% | +23.7% | -25.4% | -6.9% |
| YTD | +8.0% | +27.3% | -19.2% | +1.3% |
| 1Y | +16.2% | +30.5% | -14.3% | +8.1% |
| 3Y | +171.3% | +113.0% | +58.3% | +141.6% |
| All | +171.3% | +114.3% | +57.0% | +141.6% |
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