+496.1%
MS vs IR
+328.3%
+167.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.7% | +4.5% |
| 7D | +2.6% | +11.6% | -8.9% | -3.2% |
| 30D | +2.6% | +7.2% | -4.6% | -1.3% |
| 3M | -10.1% | -5.9% | -4.2% | -7.7% |
| 6M | +4.4% | +11.5% | -7.1% | -2.8% |
| YTD | +11.7% | +6.3% | +5.4% | +5.3% |
| 1Y | +20.9% | +9.1% | +11.9% | +12.2% |
| 3Y | +177.1% | +29.2% | +148.0% | +127.4% |
| 5Y | +127.7% | +48.2% | +79.6% | +70.0% |
| All | +496.1% | +328.3% | +167.7% | +168.1% |
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