+44.7%
MS vs BG
+49.9%
-5.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.7% | +0.5% | +1.1% | +1.7% |
| 30D | 0.0% | +10.3% | -10.3% | -0.2% |
| 3M | +3.0% | -1.9% | +4.9% | +3.1% |
| 6M | +35.7% | +5.2% | +30.4% | +34.5% |
| YTD | +23.3% | +41.2% | -17.9% | +16.2% |
| 1Y | +44.7% | +50.5% | -5.8% | +32.9% |
| All | +44.7% | +49.9% | -5.2% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling