+171.3%
MS vs KWEB
+0.6%
+170.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.5% |
| 7D | +0.8% | +3.4% | -2.6% | +0.1% |
| 30D | -0.7% | -3.5% | +2.8% | -0.1% |
| 3M | -12.4% | -17.4% | +5.0% | -9.0% |
| 6M | -1.7% | -18.6% | +16.8% | +2.2% |
| YTD | +8.0% | -29.3% | +37.4% | +15.6% |
| 1Y | +16.2% | -35.9% | +52.1% | +26.7% |
| 3Y | +171.3% | -0.1% | +171.3% | +172.6% |
| All | +171.3% | +0.6% | +170.7% | +172.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling