+578.8%
MS vs M
+3.7%
+575.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.1% | -5.0% | +1.1% |
| 7D | +0.7% | +2.5% | -1.8% | +0.1% |
| 30D | -0.9% | +10.1% | -11.0% | -3.5% |
| 3M | -13.0% | -0.9% | -12.1% | -13.2% |
| 6M | -2.0% | +30.2% | -32.1% | -9.3% |
| YTD | +7.8% | +16.3% | -8.5% | +2.2% |
| 1Y | +17.9% | +27.0% | -9.1% | +9.0% |
| 3Y | +174.8% | +154.5% | +20.3% | +101.1% |
| 5Y | +119.9% | -1.1% | +120.9% | +92.4% |
| 10Y | +578.8% | +0.5% | +578.3% | +324.9% |
| All | +578.8% | +3.7% | +575.1% | +324.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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