+181.3%
MS vs IR
+9.5%
+171.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | +1.4% | -2.8% | +4.2% | +2.6% |
| 30D | -0.3% | -15.1% | +14.9% | +7.0% |
| 3M | +0.3% | +6.1% | -5.8% | -3.3% |
| 6M | +31.3% | -16.8% | +48.1% | +40.9% |
| YTD | +24.7% | -3.5% | +28.2% | +23.8% |
| 1Y | +47.9% | -3.5% | +51.4% | +46.1% |
| All | +181.3% | +9.5% | +171.9% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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