+611.0%
MS vs B
+181.7%
+429.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.5% | -6.5% | -6.0% |
| 7D | -3.4% | +4.3% | -7.7% | -3.8% |
| 30D | -3.9% | -0.9% | -3.0% | -3.9% |
| 3M | -15.9% | -1.4% | -14.6% | -15.9% |
| 6M | -2.5% | +5.0% | -7.5% | -3.1% |
| YTD | +5.1% | -5.8% | +10.9% | +4.9% |
| 1Y | +13.0% | +25.6% | -12.6% | +10.8% |
| 3Y | +160.7% | +161.6% | -0.9% | +144.7% |
| 5Y | +114.0% | +135.2% | -21.2% | +99.7% |
| All | +611.0% | +181.7% | +429.3% | +570.9% |
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