+492.5%
MS vs BG
+928.0%
-435.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -1.6% | +2.5% | -4.1% | -2.8% |
| 30D | -3.8% | -6.1% | +2.3% | -1.2% |
| 3M | -14.6% | -8.5% | -6.1% | -11.8% |
| 6M | -5.1% | -20.4% | +15.3% | +4.1% |
| YTD | +4.5% | +13.3% | -8.8% | -5.4% |
| 1Y | +13.5% | +7.3% | +6.3% | +5.4% |
| 3Y | +160.4% | +2.6% | +157.8% | +136.9% |
| 5Y | +112.9% | +22.0% | +90.9% | +68.9% |
| 10Y | +633.4% | +91.8% | +541.7% | +314.0% |
| All | +492.5% | +928.0% | -435.5% | +78.7% |
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 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