+319.6%
MS vs ASX
+2,764.3%
-2,444.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -20.8% | +14.8% | +1.5% |
| 7D | -3.4% | -33.3% | +29.9% | +10.5% |
| 30D | -3.9% | -36.5% | +32.6% | +11.2% |
| 3M | -15.9% | -19.2% | +3.3% | -11.5% |
| 6M | -2.5% | -10.2% | +7.8% | -4.3% |
| YTD | +5.1% | +86.5% | -81.4% | -22.3% |
| 1Y | +13.0% | +89.6% | -76.7% | -17.2% |
| 3Y | +160.7% | +298.6% | -137.9% | +38.7% |
| 5Y | +114.0% | +414.3% | -300.2% | -0.2% |
| 10Y | +637.5% | +711.1% | -73.6% | +164.3% |
| All | +319.6% | +2,764.3% | -2,444.7% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling