+808.5%
MS vs M
-2.2%
+810.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | +1.4% | +4.7% | -3.4% | +0.2% |
| 30D | -0.3% | -9.6% | +9.4% | +2.3% |
| 3M | +0.3% | +0.9% | -0.6% | -0.4% |
| 6M | +31.3% | +22.3% | +9.1% | +23.8% |
| YTD | +24.7% | +6.5% | +18.1% | +21.3% |
| 1Y | +47.9% | +38.8% | +9.1% | +33.8% |
| 3Y | +178.3% | +115.9% | +62.4% | +112.7% |
| 5Y | +144.9% | +28.6% | +116.3% | +97.8% |
| All | +808.5% | -2.2% | +810.7% | +469.7% |
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