+181.3%
MS vs FIX
+782.4%
-601.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.2% |
| 7D | +1.4% | +6.0% | -4.7% | 0.0% |
| 30D | -0.3% | -7.2% | +7.0% | +1.3% |
| 3M | +0.3% | -15.9% | +16.1% | +3.5% |
| 6M | +31.3% | +12.7% | +18.6% | +25.3% |
| YTD | +24.7% | +72.8% | -48.1% | +6.6% |
| 1Y | +47.9% | +122.9% | -75.0% | +17.4% |
| All | +181.3% | +782.4% | -601.1% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 3y: compounded portfolio wealth divided by compounded FIX 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…
3y analysis · Full analysis span regression · 6 months rolling