+556.2%
MS vs ALM
+2,084.7%
-1,528.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -1.7% | -7.2% | +5.4% | -1.4% |
| 30D | +0.9% | -26.4% | +27.3% | +2.1% |
| 3M | -10.8% | -38.6% | +27.8% | -9.3% |
| 6M | +0.9% | -61.0% | +61.9% | +4.0% |
| YTD | +9.8% | -7.4% | +17.2% | +9.5% |
| 1Y | +17.1% | +14.0% | +3.1% | +15.8% |
| 3Y | +175.7% | +844.4% | -668.7% | +153.8% |
| 5Y | +125.9% | +410.8% | -284.9% | +108.9% |
| 10Y | +556.2% | +2,084.7% | -1,528.6% | +525.4% |
| All | +556.2% | +2,084.7% | -1,528.6% | +525.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling