+5,626.0%
MS vs M
+439.9%
+5,186.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.6% | -3.4% | +1.1% |
| 7D | +2.6% | +8.3% | -5.6% | -0.7% |
| 30D | +2.6% | +14.2% | -11.6% | -3.1% |
| 3M | -10.1% | -1.1% | -9.0% | -10.4% |
| 6M | +4.4% | +36.6% | -32.2% | -9.9% |
| YTD | +11.7% | +19.8% | -8.1% | +0.9% |
| 1Y | +20.9% | +37.2% | -16.2% | +2.7% |
| 3Y | +177.1% | +124.5% | +52.7% | +72.3% |
| 5Y | +127.7% | +1.5% | +126.3% | +74.3% |
| 10Y | +684.1% | +7.8% | +676.2% | +301.5% |
| All | +5,626.0% | +439.9% | +5,186.2% | +979.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling