+16.2%
MS vs AXTX
-69.7%
+85.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +25.3% | -26.0% | -1.3% |
| 7D | +2.5% | +49.3% | -46.8% | +1.4% |
| 30D | 0.0% | -49.1% | +49.1% | +0.9% |
| 3M | +2.4% | -72.6% | +75.0% | +0.2% |
| All | +16.2% | -69.7% | +85.9% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 3y: compounded portfolio wealth divided by compounded AXTX 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…
3y analysis · Full analysis span regression · Available span rolling