+542.0%
MS vs BR
+277.7%
+264.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | +5.1% | +1.1% | +4.0% | +4.5% |
| 30D | +5.7% | +14.4% | -8.7% | -2.0% |
| 3M | -12.2% | +12.4% | -24.6% | -18.2% |
| 6M | -0.5% | +35.4% | -35.9% | -17.8% |
| YTD | +9.8% | -12.2% | +22.0% | +16.0% |
| 1Y | +17.7% | -12.7% | +30.5% | +24.8% |
| 3Y | +176.8% | +14.3% | +162.6% | +143.4% |
| 5Y | +123.7% | +19.3% | +104.4% | +86.9% |
| All | +542.0% | +277.7% | +264.3% | +200.6% |
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