+542.0%
MS vs AU
+818.2%
-276.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.8% |
| 7D | +5.1% | -7.2% | +12.3% | +5.4% |
| 30D | +5.7% | -2.9% | +8.5% | +5.8% |
| 3M | -12.2% | -8.7% | -3.5% | -11.9% |
| 6M | -0.5% | -14.1% | +13.6% | -0.2% |
| YTD | +9.8% | +4.8% | +5.0% | +9.3% |
| 1Y | +17.7% | +11.9% | +5.8% | +16.9% |
| 3Y | +176.8% | +513.8% | -337.0% | +164.5% |
| 5Y | +123.7% | +379.3% | -255.6% | +112.1% |
| All | +542.0% | +818.2% | -276.3% | +570.3% |
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