+607.1%
MS vs B
+183.2%
+423.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -1.6% | +9.6% | -11.1% | -2.3% |
| 30D | -3.8% | +3.5% | -7.3% | -4.1% |
| 3M | -14.6% | -1.6% | -13.0% | -14.6% |
| 6M | -5.1% | -1.7% | -3.4% | -5.2% |
| YTD | +4.5% | -5.3% | +9.8% | +4.3% |
| 1Y | +13.5% | +27.2% | -13.7% | +11.2% |
| 3Y | +160.4% | +166.1% | -5.7% | +144.2% |
| 5Y | +112.9% | +136.5% | -23.6% | +98.5% |
| All | +607.1% | +183.2% | +423.9% | +566.9% |
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