+808.5%
MS vs B
+194.1%
+614.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.4% |
| 7D | +1.4% | -1.6% | +3.0% | +1.5% |
| 30D | -0.3% | +9.4% | -9.7% | -1.0% |
| 3M | +0.3% | +5.0% | -4.7% | -0.3% |
| 6M | +31.3% | -3.5% | +34.9% | +31.0% |
| YTD | +24.7% | +4.5% | +20.2% | +23.5% |
| 1Y | +47.9% | +67.8% | -19.9% | +42.4% |
| 3Y | +178.3% | +196.7% | -18.4% | +159.1% |
| 5Y | +144.9% | +151.9% | -7.0% | +127.0% |
| All | +808.5% | +194.1% | +614.5% | +759.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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