+13.0%
MS vs AS
0.0%
+12.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.7% | -5.4% |
| 7D | -3.4% | +7.1% | -10.5% | -4.9% |
| 30D | -3.9% | +12.8% | -16.7% | -6.6% |
| 3M | -15.9% | -14.7% | -1.2% | -12.7% |
| 6M | -2.5% | -9.9% | +7.5% | -0.8% |
| YTD | +5.1% | -16.1% | +21.2% | +9.1% |
| 1Y | +13.0% | +0.2% | +12.8% | +11.8% |
| All | +13.0% | 0.0% | +12.9% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling