+664.2%
MS vs AXON
+101,343.3%
-100,679.1%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.4% | +1.2% |
| 7D | +1.4% | -14.2% | +15.5% | +4.6% |
| 30D | -0.3% | -15.4% | +15.1% | +2.7% |
| 3M | +0.3% | +0.5% | -0.2% | -1.5% |
| 6M | +31.3% | -9.5% | +40.8% | +30.7% |
| YTD | +24.7% | -9.2% | +33.9% | +22.9% |
| 1Y | +47.9% | -29.4% | +77.3% | +53.2% |
| 3Y | +178.3% | +139.4% | +38.9% | +110.2% |
| 5Y | +144.9% | +178.9% | -34.0% | +71.9% |
| 10Y | +804.5% | +1,840.8% | -1,036.3% | +267.6% |
| All | +664.2% | +101,343.3% | -100,679.1% | +56.3% |
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