+794.2%
MS vs BG
+159.1%
+635.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.0% | -2.3% |
| 7D | +2.5% | +2.4% | +0.1% | +1.5% |
| 30D | 0.0% | +15.0% | -15.1% | -5.5% |
| 3M | +2.4% | -0.7% | +3.1% | +1.9% |
| 6M | +36.4% | +7.5% | +28.9% | +30.5% |
| YTD | +23.8% | +41.6% | -17.8% | +5.8% |
| 1Y | +48.6% | +50.7% | -2.0% | +23.0% |
| 3Y | +179.1% | +20.3% | +158.9% | +147.5% |
| 5Y | +144.8% | +85.2% | +59.6% | +70.9% |
| 10Y | +794.2% | +160.6% | +633.6% | +368.9% |
| All | +794.2% | +159.1% | +635.1% | +368.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling