+114.0%
MS vs M
-6.1%
+120.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.9% | -0.1% | -4.6% |
| 7D | -3.4% | -2.1% | -1.3% | -2.9% |
| 30D | -3.9% | +7.7% | -11.6% | -5.6% |
| 3M | -15.9% | -4.4% | -11.5% | -15.3% |
| 6M | -2.5% | +27.5% | -30.0% | -8.7% |
| YTD | +5.1% | +12.8% | -7.7% | +0.9% |
| 1Y | +13.0% | +20.7% | -7.8% | +6.4% |
| 3Y | +160.7% | +111.3% | +49.4% | +103.6% |
| 5Y | +114.0% | -6.3% | +120.3% | +88.5% |
| All | +114.0% | -6.1% | +120.1% | +88.5% |
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