+537.0%
MS vs AR
+57.2%
+479.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +3.7% | +6.4% | -2.7% | +2.6% |
| 30D | +2.0% | +3.1% | -1.1% | +1.2% |
| 3M | -12.6% | +3.3% | -15.8% | -13.4% |
| 6M | -0.3% | +6.6% | -6.8% | -2.1% |
| YTD | +9.0% | +12.3% | -3.4% | +5.1% |
| 1Y | +13.9% | +12.3% | +1.5% | +9.6% |
| 3Y | +173.6% | +50.4% | +123.2% | +145.3% |
| 5Y | +122.0% | +101.0% | +21.0% | +82.8% |
| All | +537.0% | +57.2% | +479.8% | +363.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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