+565.0%
MS vs IR
+288.5%
+276.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.4% |
| 7D | +1.4% | -2.8% | +4.2% | +2.9% |
| 30D | -0.3% | -15.1% | +14.9% | +8.5% |
| 3M | +0.3% | +6.1% | -5.8% | -3.7% |
| 6M | +31.3% | -16.8% | +48.1% | +42.4% |
| YTD | +24.7% | -3.5% | +28.2% | +24.1% |
| 1Y | +47.9% | -3.5% | +51.4% | +46.3% |
| 3Y | +178.3% | +9.5% | +168.9% | +150.0% |
| 5Y | +144.9% | +45.1% | +99.8% | +85.1% |
| All | +565.0% | +288.5% | +276.5% | +215.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling