+141.1%
MS vs AS
+139.2%
+1.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +3.1% |
| 7D | +2.6% | +13.8% | -11.1% | -0.3% |
| 30D | +2.6% | +16.7% | -14.1% | -1.0% |
| 3M | -10.1% | -11.5% | +1.4% | -7.9% |
| 6M | +4.4% | -5.5% | +9.9% | +4.8% |
| YTD | +11.7% | -14.2% | +25.9% | +14.3% |
| 1Y | +20.9% | +2.1% | +18.9% | +18.9% |
| All | +141.1% | +139.2% | +1.9% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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