+867.2%
MS vs AU
+714.1%
+153.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.9% | -3.7% | +2.3% |
| 7D | +0.7% | +20.8% | -20.1% | -1.5% |
| 30D | -0.9% | +5.5% | -6.5% | -1.6% |
| 3M | -13.0% | +3.9% | -16.9% | -13.7% |
| 6M | -2.0% | -5.4% | +3.5% | -2.0% |
| YTD | +7.8% | +20.7% | -12.9% | +3.7% |
| 1Y | +17.9% | +49.8% | -32.0% | +10.4% |
| 3Y | +174.8% | +565.6% | -390.9% | +110.0% |
| 5Y | +119.9% | +500.4% | -380.5% | +65.6% |
| 10Y | +578.8% | +795.4% | -216.6% | +340.3% |
| All | +867.2% | +714.1% | +153.0% | +574.1% |
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 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