+114.0%
MS vs IR
+42.7%
+71.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.2% | -4.6% |
| 7D | -3.4% | +2.3% | -5.7% | -4.5% |
| 30D | -3.9% | +3.3% | -7.2% | -5.7% |
| 3M | -15.9% | -9.0% | -6.9% | -12.1% |
| 6M | -2.5% | +8.0% | -10.5% | -7.6% |
| YTD | +5.1% | +3.4% | +1.7% | +0.4% |
| 1Y | +13.0% | +4.5% | +8.4% | +7.0% |
| 3Y | +160.7% | +25.6% | +135.1% | +109.9% |
| 5Y | +114.0% | +43.8% | +70.2% | +48.5% |
| All | +114.0% | +42.7% | +71.3% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling