+542.0%
MS vs KWEB
-21.5%
+563.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +5.1% | -7.8% | +12.9% | +7.2% |
| 30D | +5.7% | -6.4% | +12.1% | +7.4% |
| 3M | -12.2% | -14.6% | +2.4% | -8.7% |
| 6M | -0.5% | -25.0% | +24.5% | +6.5% |
| YTD | +9.8% | -32.7% | +42.5% | +20.7% |
| 1Y | +17.7% | -37.3% | +55.0% | +31.7% |
| 3Y | +176.8% | -5.9% | +182.7% | +170.8% |
| 5Y | +123.7% | -47.1% | +170.8% | +147.4% |
| All | +542.0% | -21.5% | +563.5% | +462.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 10y: compounded portfolio wealth divided by compounded KWEB 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…
10y analysis · Full analysis span regression · 6 months rolling