+6,288.2%
MS vs EXC
+1,430.0%
+4,858.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.8% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | -0.3% | -3.7% | +3.5% | +1.7% |
| 3M | +0.3% | -1.3% | +1.6% | +0.3% |
| 6M | +31.3% | -9.7% | +41.0% | +37.0% |
| YTD | +24.7% | +2.9% | +21.8% | +20.4% |
| 1Y | +47.9% | +4.4% | +43.5% | +41.3% |
| 3Y | +178.3% | +22.2% | +156.1% | +136.4% |
| 5Y | +144.9% | +46.7% | +98.2% | +83.1% |
| 10Y | +804.5% | +155.3% | +649.2% | +372.4% |
| All | +6,288.2% | +1,430.0% | +4,858.2% | +2,029.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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