+230.2%
MS vs COMP
-47.7%
+277.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | +1.4% | +1.4% | 0.0% | +1.2% |
| 30D | -0.3% | -13.3% | +13.1% | +1.5% |
| 3M | +0.3% | +41.1% | -40.8% | -4.6% |
| 6M | +31.3% | +17.2% | +14.2% | +26.8% |
| YTD | +24.7% | +5.2% | +19.5% | +21.6% |
| 1Y | +47.9% | +18.9% | +29.0% | +41.4% |
| 3Y | +178.3% | +215.9% | -37.6% | +124.3% |
| 5Y | +144.9% | -31.2% | +176.1% | +122.4% |
| All | +230.2% | -47.7% | +277.9% | +210.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling