+314.7%
MS vs BR
+1,465.0%
-1,150.3%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.9% |
| 7D | -1.6% | +6.5% | -8.0% | -6.7% |
| 30D | -3.8% | +18.9% | -22.7% | -17.2% |
| 3M | -14.6% | +16.3% | -30.9% | -25.9% |
| 6M | -5.1% | +26.2% | -31.3% | -25.0% |
| YTD | +4.5% | -13.1% | +17.6% | +11.0% |
| 1Y | +13.5% | -10.5% | +24.0% | +17.2% |
| 3Y | +160.4% | +13.3% | +147.1% | +111.8% |
| 5Y | +112.9% | +19.9% | +92.9% | +57.1% |
| 10Y | +633.4% | +254.2% | +379.2% | +66.4% |
| All | +314.7% | +1,465.0% | -1,150.3% | -83.5% |
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