+122.9%
MS vs MDB
-41.3%
+164.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | +5.1% | +6.8% | -1.8% | +4.1% |
| 30D | +5.7% | -6.2% | +11.9% | +6.4% |
| 3M | -12.2% | -29.2% | +17.1% | -8.8% |
| 6M | -0.5% | +10.3% | -10.8% | -3.7% |
| YTD | +9.8% | -20.4% | +30.2% | +10.0% |
| 1Y | +17.7% | -4.8% | +22.6% | +14.5% |
| 3Y | +176.8% | -11.6% | +188.4% | +157.1% |
| All | +122.9% | -41.3% | +164.2% | +95.8% |
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