+4,760.5%
MS vs ALL
+3,771.7%
+988.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.9% | -5.1% | -5.3% |
| 7D | -3.4% | +4.2% | -7.6% | -6.3% |
| 30D | -3.9% | +18.9% | -22.8% | -15.8% |
| 3M | -15.9% | +1.2% | -17.1% | -17.6% |
| 6M | -2.5% | +23.2% | -25.7% | -19.2% |
| YTD | +5.1% | +30.0% | -24.9% | -17.3% |
| 1Y | +13.0% | +39.6% | -26.7% | -16.1% |
| 3Y | +160.7% | +115.2% | +45.4% | +32.2% |
| 5Y | +114.0% | +156.2% | -42.2% | -10.4% |
| 10Y | +637.5% | +398.0% | +239.5% | +80.8% |
| All | +4,760.5% | +3,771.7% | +988.9% | +408.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling