+161.8%
MS vs MDB
-12.3%
+174.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.2% | +1.3% | -5.0% |
| 7D | -3.4% | -20.9% | +17.5% | -0.6% |
| 30D | -3.9% | -15.6% | +11.6% | -2.0% |
| 3M | -15.9% | -19.1% | +3.2% | -14.5% |
| 6M | -2.5% | +14.2% | -16.7% | -6.1% |
| YTD | +5.1% | -27.4% | +32.5% | +6.8% |
| 1Y | +13.0% | -13.0% | +26.0% | +11.5% |
| All | +161.8% | -12.3% | +174.1% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 3y: compounded portfolio wealth divided by compounded MDB 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…
3y analysis · Full analysis span regression · 6 months rolling