+611.0%
MS vs P
+685.9%
-74.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -16.4% | +10.5% | -2.2% |
| 7D | -3.4% | -31.9% | +28.5% | +4.9% |
| 30D | -3.9% | -36.5% | +32.6% | +5.6% |
| 3M | -15.9% | +11.6% | -27.5% | -19.8% |
| 6M | -2.5% | +25.2% | -27.7% | -10.9% |
| YTD | +5.1% | +39.4% | -34.3% | -7.3% |
| 1Y | +13.0% | -3.7% | +16.6% | +6.9% |
| 3Y | +160.7% | +167.3% | -6.6% | +75.2% |
| 5Y | +114.0% | +237.3% | -123.3% | +29.4% |
| All | +611.0% | +685.9% | -74.9% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling