+17.1%
MS vs AU
+27.2%
-10.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.9% |
| 7D | -1.7% | +4.7% | -6.4% | -2.5% |
| 30D | +0.9% | -1.5% | +2.5% | +0.9% |
| 3M | -10.8% | -5.0% | -5.8% | -10.6% |
| 6M | +0.9% | -13.5% | +14.4% | +0.9% |
| YTD | +9.8% | +11.7% | -1.9% | +2.9% |
| 1Y | +17.1% | +21.3% | -4.2% | +6.5% |
| All | +17.1% | +27.2% | -10.1% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling