+17.1%
MS vs ALM
+14.6%
+2.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -1.7% | -7.2% | +5.4% | -1.0% |
| 30D | +0.9% | -26.4% | +27.3% | +3.9% |
| 3M | -10.8% | -38.6% | +27.8% | -7.1% |
| 6M | +0.9% | -61.0% | +61.9% | +8.0% |
| YTD | +9.8% | -7.4% | +17.2% | +11.7% |
| 1Y | +17.1% | +14.0% | +3.1% | +17.5% |
| All | +17.1% | +14.6% | +2.5% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling