+6,288.2%
MS vs M
+380.1%
+5,908.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.8% |
| 7D | +1.4% | +4.7% | -3.4% | -0.5% |
| 30D | -0.3% | -9.6% | +9.4% | +3.8% |
| 3M | +0.3% | +0.9% | -0.6% | -1.0% |
| 6M | +31.3% | +22.3% | +9.1% | +19.2% |
| YTD | +24.7% | +6.5% | +18.1% | +18.9% |
| 1Y | +47.9% | +38.8% | +9.1% | +25.2% |
| 3Y | +178.3% | +115.9% | +62.4% | +76.3% |
| 5Y | +144.9% | +28.6% | +116.3% | +65.2% |
| 10Y | +804.5% | -2.5% | +807.1% | +383.3% |
| All | +6,288.2% | +380.1% | +5,908.1% | +1,171.3% |
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