+607.1%
MS vs BAX
-36.8%
+643.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.7% |
| 7D | -1.6% | +12.1% | -13.7% | -5.2% |
| 30D | -3.8% | +7.6% | -11.4% | -6.3% |
| 3M | -14.6% | -4.5% | -10.1% | -13.7% |
| 6M | -5.1% | +52.0% | -57.1% | -19.5% |
| YTD | +4.5% | +35.1% | -30.6% | -8.7% |
| 1Y | +13.5% | +43.7% | -30.2% | -3.3% |
| 3Y | +160.4% | -20.9% | +181.3% | +164.9% |
| 5Y | +112.9% | -63.5% | +176.4% | +208.0% |
| All | +607.1% | -36.8% | +643.9% | +836.9% |
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