+394.6%
MS vs BR
+1,321.0%
-926.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +3.0% |
| 7D | +1.4% | -5.3% | +6.7% | +5.9% |
| 30D | -0.3% | +6.4% | -6.7% | -5.8% |
| 3M | +0.3% | +13.6% | -13.3% | -12.1% |
| 6M | +31.3% | -6.7% | +38.0% | +33.8% |
| YTD | +24.7% | -21.1% | +45.8% | +45.0% |
| 1Y | +47.9% | -29.6% | +77.5% | +89.0% |
| 3Y | +178.3% | -2.4% | +180.7% | +159.8% |
| 5Y | +144.9% | +11.2% | +133.6% | +93.3% |
| 10Y | +804.5% | +191.8% | +612.8% | +148.3% |
| All | +394.6% | +1,321.0% | -926.4% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling