+611.0%
MS vs AXON
+1,616.3%
-1,005.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -9.8% | +3.9% | -4.0% |
| 7D | -3.4% | -12.7% | +9.3% | -0.8% |
| 30D | -3.9% | -8.6% | +4.7% | -2.3% |
| 3M | -15.9% | -37.2% | +21.3% | -8.7% |
| 6M | -2.5% | +0.5% | -3.0% | -5.0% |
| YTD | +5.1% | -32.6% | +37.7% | +9.9% |
| 1Y | +13.0% | -40.2% | +53.1% | +20.9% |
| 3Y | +160.7% | +76.1% | +84.6% | +109.4% |
| 5Y | +114.0% | +109.5% | +4.6% | +58.4% |
| All | +611.0% | +1,616.3% | -1,005.3% | +209.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling