+160.4%
MS vs BG
+1.9%
+158.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -1.6% | +2.5% | -4.1% | -1.9% |
| 30D | -3.8% | -6.1% | +2.3% | -3.2% |
| 3M | -14.6% | -8.5% | -6.1% | -14.0% |
| 6M | -5.1% | -20.4% | +15.3% | -2.7% |
| YTD | +4.5% | +13.3% | -8.8% | -0.4% |
| 1Y | +13.5% | +7.3% | +6.3% | +9.3% |
| 3Y | +160.4% | +2.6% | +157.8% | +157.4% |
| All | +160.4% | +1.9% | +158.5% | +157.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling