+160.4%
MS vs AR
+19.9%
+140.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -1.6% | -14.3% | +12.7% | +0.9% |
| 30D | -3.8% | +1.4% | -5.2% | -4.3% |
| 3M | -14.6% | +3.4% | -18.0% | -15.6% |
| 6M | -5.1% | -2.1% | -3.0% | -5.5% |
| YTD | +4.5% | +4.7% | -0.2% | +1.0% |
| 1Y | +13.5% | +10.6% | +3.0% | +7.9% |
| 3Y | +160.4% | +24.6% | +135.8% | +132.4% |
| All | +160.4% | +19.9% | +140.5% | +132.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling