+13.5%
MS vs EW
+23.2%
-9.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.8% |
| 7D | -1.6% | +11.0% | -12.6% | -3.6% |
| 30D | -3.8% | +19.1% | -22.8% | -6.9% |
| 3M | -14.6% | +14.4% | -29.0% | -16.8% |
| 6M | -5.1% | +22.8% | -27.8% | -9.4% |
| YTD | +4.5% | +19.8% | -15.3% | +1.4% |
| 1Y | +13.5% | +23.9% | -10.4% | +8.7% |
| All | +13.5% | +23.2% | -9.7% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling