+181.3%
MS vs P
+158.6%
+22.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | 0.0% |
| 7D | +1.4% | +6.5% | -5.2% | +0.4% |
| 30D | -0.3% | +18.8% | -19.1% | -3.5% |
| 3M | +0.3% | +26.7% | -26.5% | -4.4% |
| 6M | +31.3% | +62.2% | -30.8% | +19.0% |
| YTD | +24.7% | +48.5% | -23.8% | +14.2% |
| 1Y | +47.9% | +26.4% | +21.5% | +36.4% |
| All | +181.3% | +158.6% | +22.7% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling