+145.1%
MS vs MDB
-28.4%
+173.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +0.8% |
| 7D | +1.4% | -17.4% | +18.8% | +3.8% |
| 30D | -0.3% | -2.0% | +1.8% | -0.4% |
| 3M | +0.3% | -3.0% | +3.3% | -0.1% |
| 6M | +31.3% | +48.7% | -17.3% | +22.2% |
| YTD | +24.7% | -12.1% | +36.8% | +24.1% |
| 1Y | +47.9% | +14.5% | +33.4% | +41.1% |
| 3Y | +178.3% | -6.1% | +184.5% | +157.6% |
| All | +145.1% | -28.4% | +173.4% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling