+184.7%
MS vs BR
-1.3%
+186.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +1.3% |
| 7D | +1.4% | -5.3% | +6.7% | +3.0% |
| 30D | -0.3% | +6.4% | -6.7% | -2.3% |
| 3M | +0.3% | +13.6% | -13.3% | -4.1% |
| 6M | +31.3% | -6.7% | +38.0% | +36.3% |
| YTD | +24.7% | -21.1% | +45.8% | +41.1% |
| 1Y | +47.9% | -29.6% | +77.5% | +78.6% |
| All | +184.7% | -1.3% | +186.0% | +174.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling