+160.4%
MS vs BR
+13.3%
+147.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | -1.6% | +6.5% | -8.0% | -3.1% |
| 30D | -3.8% | +18.9% | -22.7% | -8.2% |
| 3M | -14.6% | +16.3% | -30.9% | -18.3% |
| 6M | -5.1% | +26.2% | -31.3% | -11.8% |
| YTD | +4.5% | -13.1% | +17.6% | +14.9% |
| 1Y | +13.5% | -10.5% | +24.0% | +22.7% |
| 3Y | +160.4% | +13.3% | +147.1% | +128.7% |
| All | +160.4% | +13.3% | +147.1% | +128.7% |
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