+5,067.7%
MS vs ALL
+3,805.6%
+1,262.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +2.1% |
| 7D | +2.6% | +7.5% | -4.9% | -2.8% |
| 30D | +2.6% | +19.7% | -17.1% | -10.6% |
| 3M | -10.1% | +2.9% | -13.0% | -13.0% |
| 6M | +4.4% | +23.5% | -19.2% | -13.7% |
| YTD | +11.7% | +31.1% | -19.4% | -12.7% |
| 1Y | +20.9% | +40.5% | -19.5% | -10.6% |
| 3Y | +177.1% | +117.1% | +60.0% | +39.6% |
| 5Y | +127.7% | +158.6% | -30.9% | -5.3% |
| 10Y | +684.1% | +402.4% | +281.7% | +90.9% |
| All | +5,067.7% | +3,805.6% | +1,262.1% | +436.6% |
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 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