+125.9%
MS vs BAX
-63.3%
+189.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -1.7% | -0.6% | -1.1% | -1.6% |
| 30D | +0.9% | +6.3% | -5.4% | -0.6% |
| 3M | -10.8% | -4.6% | -6.3% | -10.1% |
| 6M | +0.9% | +50.4% | -49.5% | -9.5% |
| YTD | +9.8% | +38.0% | -28.2% | -0.2% |
| 1Y | +17.1% | +44.6% | -27.5% | +5.1% |
| 3Y | +175.7% | -15.1% | +190.8% | +175.2% |
| 5Y | +125.9% | -63.3% | +189.2% | +202.6% |
| All | +125.9% | -63.3% | +189.1% | +202.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling