+511.0%
MS vs BG
+949.6%
-438.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +2.1% |
| 7D | +0.7% | +7.4% | -6.6% | -2.8% |
| 30D | -0.9% | -1.5% | +0.6% | -0.5% |
| 3M | -13.0% | -6.1% | -6.9% | -11.3% |
| 6M | -2.0% | -18.0% | +16.0% | +5.9% |
| YTD | +7.8% | +15.6% | -7.9% | -3.4% |
| 1Y | +17.9% | +9.6% | +8.3% | +8.3% |
| 3Y | +174.8% | +6.3% | +168.5% | +145.6% |
| 5Y | +119.9% | +24.6% | +95.3% | +72.6% |
| 10Y | +578.8% | +98.1% | +480.7% | +277.3% |
| All | +511.0% | +949.6% | -438.6% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling