+545.7%
MS vs AU
+835.7%
-290.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.5% |
| 7D | +0.8% | +15.3% | -14.5% | +0.2% |
| 30D | -0.7% | -0.3% | -0.4% | -0.7% |
| 3M | -12.4% | -2.9% | -9.5% | -12.4% |
| 6M | -1.7% | -10.7% | +9.0% | -1.7% |
| YTD | +8.0% | +14.0% | -5.9% | +7.1% |
| 1Y | +16.2% | +32.5% | -16.3% | +14.8% |
| 3Y | +171.3% | +557.9% | -386.6% | +158.1% |
| 5Y | +124.8% | +441.0% | -316.2% | +112.3% |
| All | +545.7% | +835.7% | -290.0% | +576.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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