+144.8%
MS vs BR
+9.8%
+135.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.3% |
| 7D | +2.5% | -5.9% | +8.4% | +5.0% |
| 30D | 0.0% | +1.9% | -1.9% | -1.1% |
| 3M | +2.4% | +14.7% | -12.2% | -4.3% |
| 6M | +36.4% | -12.8% | +49.2% | +44.8% |
| YTD | +23.8% | -23.0% | +46.9% | +39.8% |
| 1Y | +48.6% | -31.7% | +80.3% | +78.9% |
| 3Y | +179.1% | -4.8% | +183.9% | +177.3% |
| 5Y | +144.8% | +7.8% | +137.0% | +113.2% |
| All | +144.8% | +9.8% | +135.0% | +113.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling