+196.0%
MS vs COMP
-52.8%
+248.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.7% | -3.5% | +3.2% |
| 7D | +2.6% | +9.5% | -6.8% | +1.4% |
| 30D | +2.6% | +8.1% | -5.5% | +1.4% |
| 3M | -10.1% | -16.3% | +6.2% | -8.3% |
| 6M | +4.4% | +42.2% | -37.8% | -1.6% |
| YTD | +11.7% | -5.0% | +16.8% | +10.2% |
| 1Y | +20.9% | +20.1% | +0.9% | +15.7% |
| 3Y | +177.1% | +358.4% | -181.3% | +113.9% |
| 5Y | +127.7% | -21.9% | +149.7% | +104.1% |
| All | +196.0% | -52.8% | +248.7% | +181.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling