+145.1%
MS vs B
+153.8%
-8.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | +1.4% | -1.6% | +3.0% | +1.6% |
| 30D | -0.3% | +9.4% | -9.7% | -1.7% |
| 3M | +0.3% | +5.0% | -4.7% | -0.8% |
| 6M | +31.3% | -3.5% | +34.9% | +30.8% |
| YTD | +24.7% | +4.5% | +20.2% | +22.4% |
| 1Y | +47.9% | +67.8% | -19.9% | +36.5% |
| 3Y | +178.3% | +196.7% | -18.4% | +137.1% |
| All | +145.1% | +153.8% | -8.7% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling