+1,018.6%
MS vs AU
+793.6%
+225.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | +1.4% | -3.6% | +5.0% | +1.8% |
| 30D | -0.3% | +23.9% | -24.1% | -2.9% |
| 3M | +0.3% | +19.1% | -18.8% | -2.2% |
| 6M | +31.3% | -0.2% | +31.5% | +30.1% |
| YTD | +24.7% | +32.5% | -7.8% | +18.8% |
| 1Y | +47.9% | +96.9% | -49.0% | +34.0% |
| 3Y | +178.3% | +614.7% | -436.4% | +110.7% |
| 5Y | +144.9% | +647.7% | -502.8% | +79.6% |
| 10Y | +804.5% | +679.2% | +125.3% | +500.9% |
| All | +1,018.6% | +793.6% | +225.0% | +672.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling