+13.5%
MS vs BAX
+44.0%
-30.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.6% |
| 7D | -1.6% | +12.1% | -13.7% | -3.2% |
| 30D | -3.8% | +7.6% | -11.4% | -4.9% |
| 3M | -14.6% | -4.5% | -10.1% | -14.0% |
| 6M | -5.1% | +52.0% | -57.1% | -14.1% |
| YTD | +4.5% | +35.1% | -30.6% | -2.8% |
| 1Y | +13.5% | +43.7% | -30.2% | +4.6% |
| All | +13.5% | +44.0% | -30.5% | +4.6% |
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