+808.5%
MS vs AXON
+1,827.7%
-1,019.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.4% | +1.1% |
| 7D | +1.4% | -14.2% | +15.5% | +4.3% |
| 30D | -0.3% | -15.4% | +15.1% | +2.5% |
| 3M | +0.3% | +0.5% | -0.2% | -1.3% |
| 6M | +31.3% | -9.5% | +40.8% | +30.9% |
| YTD | +24.7% | -9.2% | +33.9% | +23.3% |
| 1Y | +47.9% | -29.4% | +77.3% | +53.3% |
| 3Y | +178.3% | +139.4% | +38.9% | +111.7% |
| 5Y | +144.9% | +178.9% | -34.0% | +72.4% |
| All | +808.5% | +1,827.7% | -1,019.2% | +298.5% |
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