+17.7%
MS vs BAX
+38.8%
-21.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | +5.7% | +4.1% | +1.6% | +5.0% |
| 3M | -12.2% | -4.5% | -7.6% | -11.5% |
| 6M | -0.5% | +49.2% | -49.7% | -9.4% |
| YTD | +9.8% | +35.2% | -25.4% | +2.2% |
| 1Y | +17.7% | +38.3% | -20.6% | +9.4% |
| All | +17.7% | +38.8% | -21.1% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling