+145.1%
MS vs BAX
-65.4%
+210.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | 0.0% |
| 7D | +1.4% | -1.1% | +2.5% | +1.6% |
| 30D | -0.3% | -5.5% | +5.2% | +1.0% |
| 3M | +0.3% | +33.5% | -33.2% | -7.1% |
| 6M | +31.3% | +35.9% | -4.5% | +20.6% |
| YTD | +24.7% | +35.4% | -10.7% | +14.1% |
| 1Y | +47.9% | +9.8% | +38.2% | +41.7% |
| 3Y | +178.3% | -32.7% | +211.1% | +197.4% |
| All | +145.1% | -65.4% | +210.5% | +227.5% |
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