+184.7%
MS vs BG
+16.9%
+167.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.4% |
| 7D | +1.4% | +2.8% | -1.4% | +1.0% |
| 30D | -0.3% | +12.0% | -12.3% | -2.0% |
| 3M | +0.3% | -7.7% | +8.0% | +1.3% |
| 6M | +31.3% | +4.5% | +26.8% | +29.3% |
| YTD | +24.7% | +35.7% | -11.0% | +16.0% |
| 1Y | +47.9% | +50.1% | -2.2% | +34.2% |
| All | +184.7% | +16.9% | +167.8% | +172.7% |
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