+144.8%
MS vs AU
+676.5%
-531.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | +2.5% | -0.3% | +2.7% | +2.5% |
| 30D | 0.0% | +12.8% | -12.8% | -1.2% |
| 3M | +2.4% | +28.5% | -26.0% | -0.2% |
| 6M | +36.4% | +4.8% | +31.6% | +34.6% |
| YTD | +23.8% | +31.0% | -7.1% | +19.5% |
| 1Y | +48.6% | +81.4% | -32.8% | +39.6% |
| 3Y | +179.1% | +618.4% | -439.3% | +127.9% |
| 5Y | +144.8% | +686.3% | -541.5% | +91.1% |
| All | +144.8% | +676.5% | -531.7% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling