+145.1%
MS vs M
+27.3%
+117.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.3% |
| 7D | +1.4% | +4.7% | -3.4% | +0.3% |
| 30D | -0.3% | -9.6% | +9.4% | +2.0% |
| 3M | +0.3% | +0.9% | -0.6% | -0.4% |
| 6M | +31.3% | +22.3% | +9.1% | +24.6% |
| YTD | +24.7% | +6.5% | +18.1% | +21.7% |
| 1Y | +47.9% | +38.8% | +9.1% | +35.4% |
| 3Y | +178.3% | +115.9% | +62.4% | +119.4% |
| All | +145.1% | +27.3% | +117.8% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling