+606.7%
MS vs BG
+1,131.5%
-524.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.8% |
| 7D | +1.4% | +2.8% | -1.4% | -0.2% |
| 30D | -0.3% | +12.0% | -12.3% | -6.2% |
| 3M | +0.3% | -7.7% | +8.0% | +3.2% |
| 6M | +31.3% | +4.5% | +26.8% | +25.6% |
| YTD | +24.7% | +35.7% | -11.0% | +3.9% |
| 1Y | +47.9% | +50.1% | -2.2% | +15.9% |
| 3Y | +178.3% | +12.6% | +165.7% | +143.7% |
| 5Y | +144.9% | +75.4% | +69.5% | +61.5% |
| 10Y | +804.5% | +150.5% | +654.1% | +345.5% |
| All | +606.7% | +1,131.5% | -524.8% | +96.3% |
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