+145.1%
MS vs ASX
+429.3%
-284.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | -0.3% | +2.0% | -2.2% | -1.1% |
| 3M | +0.3% | -1.3% | +1.6% | -1.4% |
| 6M | +31.3% | +71.4% | -40.1% | +6.5% |
| YTD | +24.7% | +135.3% | -110.7% | -9.8% |
| 1Y | +47.9% | +267.5% | -219.6% | -9.3% |
| 3Y | +178.3% | +388.5% | -210.1% | +47.8% |
| All | +145.1% | +429.3% | -284.3% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 5y: compounded portfolio wealth divided by compounded ASX 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…
5y analysis · Full analysis span regression · 6 months rolling