+6,288.2%
MS vs BAX
+655.1%
+5,633.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | -0.2% |
| 7D | +1.4% | -1.1% | +2.5% | +1.9% |
| 30D | -0.3% | -5.5% | +5.2% | +2.1% |
| 3M | +0.3% | +33.5% | -33.2% | -13.4% |
| 6M | +31.3% | +35.9% | -4.5% | +11.6% |
| YTD | +24.7% | +35.4% | -10.7% | +4.8% |
| 1Y | +47.9% | +9.8% | +38.2% | +35.0% |
| 3Y | +178.3% | -32.7% | +211.1% | +202.6% |
| 5Y | +144.9% | -65.6% | +210.4% | +259.2% |
| 10Y | +804.5% | -34.9% | +839.4% | +839.4% |
| All | +6,288.2% | +655.1% | +5,633.1% | +2,782.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling