+112.4%
MS vs ASX
+431.2%
-318.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -7.0% | -2.4% |
| 7D | -1.6% | -19.9% | +18.4% | +4.1% |
| 30D | -3.8% | -30.9% | +27.1% | +5.5% |
| 3M | -14.6% | -15.1% | +0.5% | -12.3% |
| 6M | -5.1% | -6.5% | +1.4% | -8.1% |
| YTD | +4.5% | +98.4% | -93.9% | -22.4% |
| 1Y | +13.5% | +107.9% | -94.3% | -17.1% |
| 3Y | +160.4% | +325.3% | -164.9% | +39.3% |
| All | +112.4% | +431.2% | -318.7% | +1.3% |
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