+578.8%
MS vs BAX
-35.6%
+614.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.3% |
| 7D | +0.7% | +9.0% | -8.3% | -2.1% |
| 30D | -0.9% | +8.5% | -9.4% | -3.8% |
| 3M | -13.0% | -4.1% | -8.9% | -12.2% |
| 6M | -2.0% | +46.9% | -48.9% | -15.8% |
| YTD | +7.8% | +38.4% | -30.6% | -6.7% |
| 1Y | +17.9% | +47.0% | -29.2% | -0.5% |
| 3Y | +174.8% | -14.9% | +189.7% | +171.1% |
| 5Y | +119.9% | -62.5% | +182.4% | +216.2% |
| 10Y | +578.8% | -33.9% | +612.7% | +734.1% |
| All | +578.8% | -35.6% | +614.5% | +734.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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