+5,665.3%
MS vs ALL
+3,667.9%
+1,997.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.3% |
| 7D | +1.4% | 0.0% | +1.3% | +1.4% |
| 30D | -0.3% | -1.5% | +1.2% | +0.4% |
| 3M | +0.3% | +23.6% | -23.3% | -16.4% |
| 6M | +31.3% | +22.3% | +9.0% | +9.9% |
| YTD | +24.7% | +26.5% | -1.9% | +0.7% |
| 1Y | +47.9% | +27.0% | +20.9% | +18.0% |
| 3Y | +178.3% | +149.6% | +28.8% | +26.0% |
| 5Y | +144.9% | +118.1% | +26.8% | +16.7% |
| 10Y | +804.5% | +369.0% | +435.6% | +133.5% |
| All | +5,665.3% | +3,667.9% | +1,997.5% | +519.1% |
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