+47.9%
MS vs AXON
-28.9%
+76.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.4% | +0.7% |
| 7D | +1.4% | -14.2% | +15.5% | +2.8% |
| 30D | -0.3% | -15.4% | +15.1% | +1.1% |
| 3M | +0.3% | +0.5% | -0.2% | +0.2% |
| 6M | +31.3% | -9.5% | +40.8% | +32.2% |
| YTD | +24.7% | -9.2% | +33.9% | +24.1% |
| 1Y | +47.9% | -29.4% | +77.3% | +48.7% |
| All | +47.9% | -28.9% | +76.9% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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