+20.9%
MS vs BR
-14.2%
+35.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +4.3% |
| 7D | +2.6% | +7.0% | -4.3% | +2.8% |
| 30D | +2.6% | +19.0% | -16.4% | +3.0% |
| 3M | -10.1% | +13.1% | -23.2% | -9.7% |
| 6M | +4.4% | +24.6% | -20.3% | +5.3% |
| YTD | +11.7% | -13.6% | +25.3% | +20.3% |
| 1Y | +20.9% | -13.1% | +34.1% | +30.8% |
| All | +20.9% | -14.2% | +35.2% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling