+114.0%
MS vs COMP
-28.0%
+142.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.2% | +2.2% | -4.9% |
| 7D | -3.4% | -1.8% | -1.6% | -3.2% |
| 30D | -3.9% | -0.8% | -3.2% | -4.0% |
| 3M | -15.9% | -28.1% | +12.2% | -12.5% |
| 6M | -2.5% | +27.0% | -29.5% | -6.7% |
| YTD | +5.1% | -12.8% | +17.9% | +4.8% |
| 1Y | +13.0% | +4.9% | +8.1% | +10.0% |
| 3Y | +160.7% | +321.0% | -160.3% | +103.9% |
| 5Y | +114.0% | -25.6% | +139.6% | +87.9% |
| All | +114.0% | -28.0% | +142.0% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling