+803.2%
MS vs BR
+185.2%
+618.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +1.7% | -5.0% | +6.7% | +4.4% |
| 30D | 0.0% | -2.5% | +2.5% | +1.1% |
| 3M | +3.0% | +13.5% | -10.5% | -5.3% |
| 6M | +35.7% | -9.4% | +45.1% | +41.1% |
| YTD | +23.3% | -23.3% | +46.6% | +40.6% |
| 1Y | +44.7% | -31.6% | +76.3% | +76.5% |
| 3Y | +178.0% | -5.1% | +183.1% | +173.6% |
| 5Y | +143.2% | +8.2% | +135.0% | +114.9% |
| 10Y | +803.2% | +189.8% | +613.3% | +433.4% |
| All | +803.2% | +185.2% | +618.0% | +433.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling