+4.4%
MS vs AXON
+5.3%
-0.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +4.1% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | +2.6% | +3.0% | -0.4% | +2.4% |
| 3M | -10.1% | -30.1% | +20.1% | -8.5% |
| 6M | +4.4% | +7.7% | -3.4% | +8.5% |
| All | +4.4% | +5.3% | -0.9% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling