+160.4%
MS vs MDB
-9.9%
+170.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.3% | -0.9% |
| 7D | -1.6% | -11.4% | +9.8% | -0.1% |
| 30D | -3.8% | -13.8% | +10.1% | -2.1% |
| 3M | -14.6% | -15.5% | +0.9% | -13.7% |
| 6M | -5.1% | +17.9% | -23.0% | -9.0% |
| YTD | +4.5% | -25.5% | +30.0% | +5.8% |
| 1Y | +13.5% | -12.1% | +25.6% | +11.9% |
| 3Y | +160.4% | -5.9% | +166.3% | +132.6% |
| All | +160.4% | -9.9% | +170.3% | +132.6% |
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