+181.3%
MS vs ALM
+2,063.1%
-1,881.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +1.4% | -2.6% | +4.0% | +1.5% |
| 30D | -0.3% | +32.0% | -32.3% | -2.2% |
| 3M | +0.3% | -15.0% | +15.3% | +0.5% |
| 6M | +31.3% | -10.1% | +41.5% | +30.4% |
| YTD | +24.7% | +99.4% | -74.8% | +18.4% |
| 1Y | +47.9% | +316.4% | -268.4% | +33.9% |
| All | +181.3% | +2,063.1% | -1,881.8% | +134.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling