+607.1%
MS vs ALM
+2,022.9%
-1,415.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.6% |
| 7D | -1.6% | -6.7% | +5.1% | -1.3% |
| 30D | -3.8% | -32.9% | +29.1% | -2.3% |
| 3M | -14.6% | -39.5% | +24.9% | -13.1% |
| 6M | -5.1% | -62.0% | +56.9% | -2.1% |
| YTD | +4.5% | -7.8% | +12.4% | +4.3% |
| 1Y | +13.5% | +26.7% | -13.1% | +12.0% |
| 3Y | +160.4% | +825.4% | -665.0% | +139.7% |
| 5Y | +112.9% | +401.2% | -288.4% | +96.9% |
| All | +607.1% | +2,022.9% | -1,415.8% | +571.8% |
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