+873.5%
MS vs ALM
+3,431.9%
-2,558.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.6% | +3.6% | -5.9% |
| 7D | -3.4% | -14.5% | +11.1% | -3.4% |
| 30D | -3.9% | -39.0% | +35.1% | -3.8% |
| 3M | -15.9% | -40.3% | +24.4% | -15.8% |
| 6M | -2.5% | -60.3% | +57.8% | -2.3% |
| YTD | +5.1% | -9.8% | +14.9% | +5.1% |
| 1Y | +13.0% | +30.8% | -17.8% | +12.9% |
| 3Y | +160.7% | +772.4% | -611.8% | +160.1% |
| 5Y | +114.0% | +390.7% | -276.7% | +113.6% |
| 10Y | +637.5% | +2,028.5% | -1,391.1% | +637.1% |
| All | +873.5% | +3,431.9% | -2,558.4% | +879.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling