+171.3%
MS vs BAX
-15.3%
+186.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | +3.6% | -2.9% | +0.2% |
| 30D | -0.7% | +8.5% | -9.2% | -2.3% |
| 3M | -12.4% | -4.9% | -7.5% | -11.7% |
| 6M | -1.7% | +47.0% | -48.7% | -10.0% |
| YTD | +8.0% | +38.4% | -30.4% | -0.3% |
| 1Y | +16.2% | +49.1% | -32.9% | +5.5% |
| 3Y | +171.3% | -14.9% | +186.2% | +160.3% |
| All | +171.3% | -15.3% | +186.6% | +160.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling