+17.1%
MS vs BR
-11.9%
+28.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -1.7% | +1.9% | -3.6% | -1.7% |
| 30D | +0.9% | +15.9% | -15.0% | +1.3% |
| 3M | -10.8% | +13.7% | -24.5% | -10.4% |
| 6M | +0.9% | +31.0% | -30.1% | +1.6% |
| YTD | +9.8% | -12.0% | +21.8% | +19.7% |
| 1Y | +17.1% | -11.5% | +28.6% | +28.2% |
| All | +17.1% | -11.9% | +28.9% | +28.2% |
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