+585.0%
MS vs AXON
+83,345.3%
-82,760.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.8% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | +2.6% | +3.0% | -0.4% | +1.8% |
| 3M | -10.1% | -30.1% | +20.1% | -3.8% |
| 6M | +4.4% | +7.7% | -3.4% | 0.0% |
| YTD | +11.7% | -25.3% | +37.0% | +14.5% |
| 1Y | +20.9% | -39.9% | +60.9% | +29.7% |
| 3Y | +177.1% | +95.2% | +81.9% | +118.1% |
| 5Y | +127.7% | +129.9% | -2.1% | +66.4% |
| 10Y | +684.1% | +1,829.8% | -1,145.8% | +218.8% |
| All | +585.0% | +83,345.3% | -82,760.3% | +45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling